CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 22.14 23.42 1.28 5.8% 22.52
High 23.27 27.09 3.82 16.4% 24.60
Low 20.92 21.44 0.52 2.5% 20.99
Close 23.27 24.47 1.20 5.2% 22.54
Range 2.35 5.65 3.30 140.4% 3.61
ATR 2.26 2.51 0.24 10.7% 0.00
Volume
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 41.28 38.53 27.58
R3 35.63 32.88 26.02
R2 29.98 29.98 25.51
R1 27.23 27.23 24.99 28.61
PP 24.33 24.33 24.33 25.02
S1 21.58 21.58 23.95 22.96
S2 18.68 18.68 23.43
S3 13.03 15.93 22.92
S4 7.38 10.28 21.36
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 27.09 20.92 6.17 25.2% 2.85 11.6% 58% True False
10 27.09 20.92 6.17 25.2% 2.31 9.4% 58% True False
20 27.09 20.28 6.81 27.8% 2.35 9.6% 62% True 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 0.70
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 51.10
2.618 41.88
1.618 36.23
1.000 32.74
0.618 30.58
HIGH 27.09
0.618 24.93
0.500 24.27
0.382 23.60
LOW 21.44
0.618 17.95
1.000 15.79
1.618 12.30
2.618 6.65
4.250 -2.57
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 24.40 24.32
PP 24.33 24.16
S1 24.27 24.01

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

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