CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 21.17 22.42 1.25 5.9% 18.65
High 23.73 28.38 4.65 19.6% 21.85
Low 20.71 21.66 0.95 4.6% 16.68
Close 21.84 27.59 5.75 26.3% 16.69
Range 3.02 6.72 3.70 122.5% 5.17
ATR 2.23 2.55 0.32 14.4% 0.00
Volume
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 46.04 43.53 31.29
R3 39.32 36.81 29.44
R2 32.60 32.60 28.82
R1 30.09 30.09 28.21 31.35
PP 25.88 25.88 25.88 26.50
S1 23.37 23.37 26.97 24.63
S2 19.16 19.16 26.36
S3 12.44 16.65 25.74
S4 5.72 9.93 23.89
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 33.92 30.47 19.53
R3 28.75 25.30 18.11
R2 23.58 23.58 17.64
R1 20.13 20.13 17.16 19.27
PP 18.41 18.41 18.41 17.98
S1 14.96 14.96 16.22 14.10
S2 13.24 13.24 15.74
S3 8.07 9.79 15.27
S4 2.90 4.62 13.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.38 16.68 11.70 42.4% 3.33 12.1% 93% True False
10 28.38 16.68 11.70 42.4% 2.71 9.8% 93% True False
20 28.38 15.94 12.44 45.1% 2.21 8.0% 94% True False
40 28.38 15.38 13.00 47.1% 2.12 7.7% 94% True False
60 31.90 15.38 16.52 59.9% 2.57 9.3% 74% False False
80 37.51 15.38 22.13 80.2% 2.78 10.1% 55% False False
100 37.51 15.38 22.13 80.2% 2.74 9.9% 55% False False
120 37.51 15.38 22.13 80.2% 2.58 9.3% 55% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 56.94
2.618 45.97
1.618 39.25
1.000 35.10
0.618 32.53
HIGH 28.38
0.618 25.81
0.500 25.02
0.382 24.23
LOW 21.66
0.618 17.51
1.000 14.94
1.618 10.79
2.618 4.07
4.250 -6.90
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 26.73 25.97
PP 25.88 24.35
S1 25.02 22.73

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

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