CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 21.69 21.60 -0.09 -0.4% 22.88
High 22.55 22.98 0.43 1.9% 24.93
Low 21.18 20.99 -0.19 -0.9% 20.28
Close 21.51 22.54 1.03 4.8% 22.05
Range 1.37 1.99 0.62 45.3% 4.65
ATR 2.33 2.31 -0.02 -1.1% 0.00
Volume
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 28.14 27.33 23.63
R3 26.15 25.34 23.09
R2 24.16 24.16 22.90
R1 23.35 23.35 22.72 23.76
PP 22.17 22.17 22.17 22.37
S1 21.36 21.36 22.36 21.77
S2 20.18 20.18 22.18
S3 18.19 19.37 21.99
S4 16.20 17.38 21.45
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 36.37 33.86 24.61
R3 31.72 29.21 23.33
R2 27.07 27.07 22.90
R1 24.56 24.56 22.48 23.49
PP 22.42 22.42 22.42 21.89
S1 19.91 19.91 21.62 18.84
S2 17.77 17.77 21.20
S3 13.12 15.26 20.77
S4 8.47 10.61 19.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.55 20.99 2.56 11.4% 1.61 7.2% 61% False True
10 24.93 20.28 4.65 20.6% 2.13 9.4% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 31.44
2.618 28.19
1.618 26.20
1.000 24.97
0.618 24.21
HIGH 22.98
0.618 22.22
0.500 21.99
0.382 21.75
LOW 20.99
0.618 19.76
1.000 19.00
1.618 17.77
2.618 15.78
4.250 12.53
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 22.36 22.36
PP 22.17 22.17
S1 21.99 21.99

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

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