CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 22.46 22.33 -0.13 -0.6% 17.34
High 25.96 23.50 -2.46 -9.5% 28.93
Low 21.88 20.19 -1.69 -7.7% 17.07
Close 22.18 20.67 -1.51 -6.8% 18.81
Range 4.08 3.31 -0.77 -18.9% 11.86
ATR 3.05 3.07 0.02 0.6% 0.00
Volume
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 31.38 29.34 22.49
R3 28.07 26.03 21.58
R2 24.76 24.76 21.28
R1 22.72 22.72 20.97 22.09
PP 21.45 21.45 21.45 21.14
S1 19.41 19.41 20.37 18.78
S2 18.14 18.14 20.06
S3 14.83 16.10 19.76
S4 11.52 12.79 18.85
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 25.96 18.66 7.30 35.3% 3.08 14.9% 28% False False
10 28.93 16.68 12.25 59.3% 3.64 17.6% 33% False False
20 28.93 16.67 12.26 59.3% 2.74 13.3% 33% False False
40 28.93 15.38 13.55 65.6% 2.25 10.9% 39% False False
60 31.90 15.38 16.52 79.9% 2.63 12.7% 32% False False
80 37.51 15.38 22.13 107.1% 2.91 14.1% 24% False False
100 37.51 15.38 22.13 107.1% 2.81 13.6% 24% False False
120 37.51 15.38 22.13 107.1% 2.67 12.9% 24% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 37.57
2.618 32.17
1.618 28.86
1.000 26.81
0.618 25.55
HIGH 23.50
0.618 22.24
0.500 21.85
0.382 21.45
LOW 20.19
0.618 18.14
1.000 16.88
1.618 14.83
2.618 11.52
4.250 6.12
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 21.85 22.39
PP 21.45 21.81
S1 21.06 21.24

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

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