By Junjie Li, InvestMacro.com – Receive our weekly COT Reports by Email
VIX End of Day: March 06 2018
The VIX, which tracks the volatility of the S&P500, finished the North American session today with a fall of -2.78 percent and closed the day around the 18.21 price level, according to unofficial data at the New York close. The VIX opened at 18.25 with the high of the day being 19.64 and the low of the day at 17.68.The VIX RSI level is Bearish:
The Relative Strength Index, an indicator that can indicate overbought (above 80) and oversold levels (below 20), shows that the current RSI score is at 48.5 for a Bearish reading on the daily time-frame.
The VIX, which tracks the volatility of the S&P500, has seen a decrease by -11.60 percent over the past 10 days while seeing a lift of 65.10 over the past 30 days. The 90-day change is 63.17 while the 180-day return and the 365-day return are 75.43 and 18.48, respectively.
By InvestMacro.com – Receive our weekly COT Reports by Email