CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 21.60 24.10 2.50 11.6% 22.88
High 22.98 24.60 1.62 7.0% 24.93
Low 20.99 22.37 1.38 6.6% 20.28
Close 22.54 22.72 0.18 0.8% 22.05
Range 1.99 2.23 0.24 12.1% 4.65
ATR 2.31 2.30 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 29.92 28.55 23.95
R3 27.69 26.32 23.33
R2 25.46 25.46 23.13
R1 24.09 24.09 22.92 23.66
PP 23.23 23.23 23.23 23.02
S1 21.86 21.86 22.52 21.43
S2 21.00 21.00 22.31
S3 18.77 19.63 22.11
S4 16.54 17.40 21.49
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 24.60 20.99 3.61 15.9% 1.77 7.8% 48% True False
10 24.93 20.28 4.65 20.5% 2.04 9.0% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 34.08
2.618 30.44
1.618 28.21
1.000 26.83
0.618 25.98
HIGH 24.60
0.618 23.75
0.500 23.49
0.382 23.22
LOW 22.37
0.618 20.99
1.000 20.14
1.618 18.76
2.618 16.53
4.250 12.89
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 23.49 22.80
PP 23.23 22.77
S1 22.98 22.75

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

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