CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Apr-2021
Day Change Summary
Previous Current
12-Apr-2021 13-Apr-2021 Change Change % Previous Week
Open 17.43 16.99 -0.44 -2.5% 18.16
High 17.91 17.86 -0.05 -0.3% 18.40
Low 16.81 16.43 -0.38 -2.3% 16.20
Close 16.91 16.65 -0.26 -1.5% 16.69
Range 1.10 1.43 0.33 30.0% 2.20
ATR 2.23 2.17 -0.06 -2.6% 0.00
Volume
Daily Pivots for day following 13-Apr-2021
Classic Woodie Camarilla DeMark
R4 21.27 20.39 17.44
R3 19.84 18.96 17.04
R2 18.41 18.41 16.91
R1 17.53 17.53 16.78 17.26
PP 16.98 16.98 16.98 16.84
S1 16.10 16.10 16.52 15.83
S2 15.55 15.55 16.39
S3 14.12 14.67 16.26
S4 12.69 13.24 15.86
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 23.70 22.39 17.90
R3 21.50 20.19 17.30
R2 19.30 19.30 17.09
R1 17.99 17.99 16.89 17.55
PP 17.10 17.10 17.10 16.87
S1 15.79 15.79 16.49 15.35
S2 14.90 14.90 16.29
S3 12.70 13.59 16.09
S4 10.50 11.39 15.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.17 16.20 1.97 11.8% 1.16 6.9% 23% False False
10 21.75 16.20 5.55 33.3% 1.26 7.6% 8% False False
20 23.51 16.20 7.31 43.9% 1.97 11.8% 6% False False
40 31.90 16.20 15.70 94.3% 2.73 16.4% 3% False False
60 37.51 16.20 21.31 128.0% 2.98 17.9% 2% False False
80 37.51 16.20 21.31 128.0% 2.86 17.2% 2% False False
100 37.51 16.20 21.31 128.0% 2.64 15.9% 2% False False
120 41.16 16.20 24.96 149.9% 2.76 16.6% 2% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 23.94
2.618 21.60
1.618 20.17
1.000 19.29
0.618 18.74
HIGH 17.86
0.618 17.31
0.500 17.15
0.382 16.98
LOW 16.43
0.618 15.55
1.000 15.00
1.618 14.12
2.618 12.69
4.250 10.35
Fisher Pivots for day following 13-Apr-2021
Pivot 1 day 3 day
R1 17.15 17.06
PP 16.98 16.92
S1 16.82 16.79

These figures are updated between 7pm and 10pm EST after a trading day.

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