CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 18.37 18.03 -0.34 -1.9% 20.48
High 18.92 18.17 -0.75 -4.0% 25.96
Low 17.35 16.52 -0.83 -4.8% 18.81
Close 17.36 16.74 -0.62 -3.6% 20.15
Range 1.57 1.65 0.08 5.1% 7.15
ATR 2.76 2.68 -0.08 -2.9% 0.00
Volume
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 22.09 21.07 17.65
R3 20.44 19.42 17.19
R2 18.79 18.79 17.04
R1 17.77 17.77 16.89 17.46
PP 17.14 17.14 17.14 16.99
S1 16.12 16.12 16.59 15.81
S2 15.49 15.49 16.44
S3 13.84 14.47 16.29
S4 12.19 12.82 15.83
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 43.09 38.77 24.08
R3 35.94 31.62 22.12
R2 28.79 28.79 21.46
R1 24.47 24.47 20.81 23.06
PP 21.64 21.64 21.64 20.93
S1 17.32 17.32 19.49 15.91
S2 14.49 14.49 18.84
S3 7.34 10.17 18.18
S4 0.19 3.02 16.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.89 16.52 4.37 26.1% 1.83 10.9% 5% False True
10 25.96 16.52 9.44 56.4% 2.45 14.6% 2% False True
20 28.93 16.52 12.41 74.1% 2.81 16.8% 2% False True
40 28.93 15.38 13.55 80.9% 2.17 13.0% 10% False False
60 31.90 15.38 16.52 98.7% 2.39 14.3% 8% False False
80 31.90 15.38 16.52 98.7% 2.55 15.2% 8% False False
100 37.51 15.38 22.13 132.2% 2.77 16.5% 6% False False
120 37.51 15.38 22.13 132.2% 2.68 16.0% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.18
2.618 22.49
1.618 20.84
1.000 19.82
0.618 19.19
HIGH 18.17
0.618 17.54
0.500 17.35
0.382 17.15
LOW 16.52
0.618 15.50
1.000 14.87
1.618 13.85
2.618 12.20
4.250 9.51
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 17.35 17.91
PP 17.14 17.52
S1 16.94 17.13

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

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