CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 23.42 24.59 1.17 5.0% 22.87
High 27.09 26.30 -0.79 -2.9% 27.09
Low 21.44 22.64 1.20 5.6% 20.92
Close 24.47 22.96 -1.51 -6.2% 22.96
Range 5.65 3.66 -1.99 -35.2% 6.17
ATR 2.51 2.59 0.08 3.3% 0.00
Volume
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 34.95 32.61 24.97
R3 31.29 28.95 23.97
R2 27.63 27.63 23.63
R1 25.29 25.29 23.30 24.63
PP 23.97 23.97 23.97 23.64
S1 21.63 21.63 22.62 20.97
S2 20.31 20.31 22.29
S3 16.65 17.97 21.95
S4 12.99 14.31 20.95
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 42.17 38.73 26.35
R3 36.00 32.56 24.66
R2 29.83 29.83 24.09
R1 26.39 26.39 23.53 28.11
PP 23.66 23.66 23.66 24.52
S1 20.22 20.22 22.39 21.94
S2 17.49 17.49 21.83
S3 11.32 14.05 21.26
S4 5.15 7.88 19.57
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 26.9% 3.10 13.5% 33% False False
10 27.09 20.92 6.17 26.9% 2.50 10.9% 33% False False
20 27.09 20.28 6.81 29.7% 2.39 10.4% 39% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.86
2.618 35.88
1.618 32.22
1.000 29.96
0.618 28.56
HIGH 26.30
0.618 24.90
0.500 24.47
0.382 24.04
LOW 22.64
0.618 20.38
1.000 18.98
1.618 16.72
2.618 13.06
4.250 7.09
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 24.47 24.01
PP 23.97 23.66
S1 23.46 23.31

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

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