CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 22.88 21.85 -1.03 -4.5% 25.75
High 23.52 24.93 1.41 6.0% 26.01
Low 21.46 20.28 -1.18 -5.5% 20.97
Close 22.13 24.03 1.90 8.6% 22.21
Range 2.06 4.65 2.59 125.7% 5.04
ATR
Volume
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 37.03 35.18 26.59
R3 32.38 30.53 25.31
R2 27.73 27.73 24.88
R1 25.88 25.88 24.46 26.81
PP 23.08 23.08 23.08 23.54
S1 21.23 21.23 23.60 22.16
S2 18.43 18.43 23.18
S3 13.78 16.58 22.75
S4 9.13 11.93 21.47
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 38.18 35.24 24.98
R3 33.14 30.20 23.60
R2 28.10 28.10 23.13
R1 25.16 25.16 22.67 24.11
PP 23.06 23.06 23.06 22.54
S1 20.12 20.12 21.75 19.07
S2 18.02 18.02 21.29
S3 12.98 15.08 20.82
S4 7.94 10.04 19.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.93 20.28 4.65 19.4% 2.52 10.5% 81% True True
10 28.29 20.28 8.01 33.3% 2.65 11.0% 47% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 44.69
2.618 37.10
1.618 32.45
1.000 29.58
0.618 27.80
HIGH 24.93
0.618 23.15
0.500 22.61
0.382 22.06
LOW 20.28
0.618 17.41
1.000 15.63
1.618 12.76
2.618 8.11
4.250 0.52
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 23.56 23.56
PP 23.08 23.08
S1 22.61 22.61

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

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