CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 24.10 22.58 -1.52 -6.3% 22.52
High 24.60 24.47 -0.13 -0.5% 24.60
Low 22.37 22.06 -0.31 -1.4% 20.99
Close 22.72 22.54 -0.18 -0.8% 22.54
Range 2.23 2.41 0.18 8.1% 3.61
ATR 2.30 2.31 0.01 0.3% 0.00
Volume
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 30.25 28.81 23.87
R3 27.84 26.40 23.20
R2 25.43 25.43 22.98
R1 23.99 23.99 22.76 23.51
PP 23.02 23.02 23.02 22.78
S1 21.58 21.58 22.32 21.10
S2 20.61 20.61 22.10
S3 18.20 19.17 21.88
S4 15.79 16.76 21.21
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 33.54 31.65 24.53
R3 29.93 28.04 23.53
R2 26.32 26.32 23.20
R1 24.43 24.43 22.87 25.38
PP 22.71 22.71 22.71 23.18
S1 20.82 20.82 22.21 21.77
S2 19.10 19.10 21.88
S3 15.49 17.21 21.55
S4 11.88 13.60 20.55
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 16.0% 1.90 8.4% 43% False False
10 24.93 20.28 4.65 20.6% 2.08 9.2% 49% 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 0.59
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 34.71
2.618 30.78
1.618 28.37
1.000 26.88
0.618 25.96
HIGH 24.47
0.618 23.55
0.500 23.27
0.382 22.98
LOW 22.06
0.618 20.57
1.000 19.65
1.618 18.16
2.618 15.75
4.250 11.82
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 23.27 22.80
PP 23.02 22.71
S1 22.78 22.63

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

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