CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 18.89 22.46 3.57 18.9% 17.34
High 21.45 25.96 4.51 21.0% 28.93
Low 18.81 21.88 3.07 16.3% 17.07
Close 21.34 22.18 0.84 3.9% 18.81
Range 2.64 4.08 1.44 54.5% 11.86
ATR 2.93 3.05 0.12 4.1% 0.00
Volume
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 35.58 32.96 24.42
R3 31.50 28.88 23.30
R2 27.42 27.42 22.93
R1 24.80 24.80 22.55 24.07
PP 23.34 23.34 23.34 22.98
S1 20.72 20.72 21.81 19.99
S2 19.26 19.26 21.43
S3 15.18 16.64 21.06
S4 11.10 12.56 19.94
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 57.18 49.86 25.33
R3 45.32 38.00 22.07
R2 33.46 33.46 20.98
R1 26.14 26.14 19.90 29.80
PP 21.60 21.60 21.60 23.44
S1 14.28 14.28 17.72 17.94
S2 9.74 9.74 16.64
S3 -2.12 2.42 15.55
S4 -13.98 -9.44 12.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.93 18.66 10.27 46.3% 3.75 16.9% 34% False False
10 28.93 16.68 12.25 55.2% 3.54 16.0% 45% False False
20 28.93 16.67 12.26 55.3% 2.72 12.3% 45% False False
40 28.93 15.38 13.55 61.1% 2.22 10.0% 50% False False
60 31.90 15.38 16.52 74.5% 2.64 11.9% 41% False False
80 37.51 15.38 22.13 99.8% 2.89 13.0% 31% False False
100 37.51 15.38 22.13 99.8% 2.79 12.6% 31% False False
120 37.51 15.38 22.13 99.8% 2.66 12.0% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.30
2.618 36.64
1.618 32.56
1.000 30.04
0.618 28.48
HIGH 25.96
0.618 24.40
0.500 23.92
0.382 23.44
LOW 21.88
0.618 19.36
1.000 17.80
1.618 15.28
2.618 11.20
4.250 4.54
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 23.92 22.39
PP 23.34 22.32
S1 22.76 22.25

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

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