CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 24.59 23.91 -0.68 -2.8% 22.87
High 26.30 26.50 0.20 0.8% 27.09
Low 22.64 21.77 -0.87 -3.8% 20.92
Close 22.96 26.41 3.45 15.0% 22.96
Range 3.66 4.73 1.07 29.2% 6.17
ATR 2.59 2.74 0.15 5.9% 0.00
Volume
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 39.08 37.48 29.01
R3 34.35 32.75 27.71
R2 29.62 29.62 27.28
R1 28.02 28.02 26.84 28.82
PP 24.89 24.89 24.89 25.30
S1 23.29 23.29 25.98 24.09
S2 20.16 20.16 25.54
S3 15.43 18.56 25.11
S4 10.70 13.83 23.81
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 23.4% 3.66 13.9% 89% False False
10 27.09 20.92 6.17 23.4% 2.82 10.7% 89% False False
20 27.09 20.28 6.81 25.8% 2.44 9.2% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.60
2.618 38.88
1.618 34.15
1.000 31.23
0.618 29.42
HIGH 26.50
0.618 24.69
0.500 24.14
0.382 23.58
LOW 21.77
0.618 18.85
1.000 17.04
1.618 14.12
2.618 9.39
4.250 1.67
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 25.65 25.70
PP 24.89 24.98
S1 24.14 24.27

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

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