CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 21.85 22.82 0.97 4.4% 25.75
High 24.93 22.88 -2.05 -8.2% 26.01
Low 20.28 21.54 1.26 6.2% 20.97
Close 24.03 22.28 -1.75 -7.3% 22.21
Range 4.65 1.34 -3.31 -71.2% 5.04
ATR
Volume
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 26.25 25.61 23.02
R3 24.91 24.27 22.65
R2 23.57 23.57 22.53
R1 22.93 22.93 22.40 22.58
PP 22.23 22.23 22.23 22.06
S1 21.59 21.59 22.16 21.24
S2 20.89 20.89 22.03
S3 19.55 20.25 21.91
S4 18.21 18.91 21.54
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 20.9% 2.64 11.8% 43% False False
10 28.29 20.28 8.01 36.0% 2.61 11.7% 25% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 28.58
2.618 26.39
1.618 25.05
1.000 24.22
0.618 23.71
HIGH 22.88
0.618 22.37
0.500 22.21
0.382 22.05
LOW 21.54
0.618 20.71
1.000 20.20
1.618 19.37
2.618 18.03
4.250 15.85
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 22.26 22.61
PP 22.23 22.50
S1 22.21 22.39

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

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