CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 23.91 25.86 1.95 8.2% 22.87
High 26.50 26.59 0.09 0.3% 27.09
Low 21.77 25.02 3.25 14.9% 20.92
Close 26.41 26.12 -0.29 -1.1% 22.96
Range 4.73 1.57 -3.16 -66.8% 6.17
ATR 2.74 2.66 -0.08 -3.1% 0.00
Volume
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 30.62 29.94 26.98
R3 29.05 28.37 26.55
R2 27.48 27.48 26.41
R1 26.80 26.80 26.26 27.14
PP 25.91 25.91 25.91 26.08
S1 25.23 25.23 25.98 25.57
S2 24.34 24.34 25.83
S3 22.77 23.66 25.69
S4 21.20 22.09 25.26
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 23.6% 3.59 13.8% 84% False False
10 27.09 20.92 6.17 23.6% 2.84 10.9% 84% False False
20 27.09 20.28 6.81 26.1% 2.42 9.3% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 33.26
2.618 30.70
1.618 29.13
1.000 28.16
0.618 27.56
HIGH 26.59
0.618 25.99
0.500 25.81
0.382 25.62
LOW 25.02
0.618 24.05
1.000 23.45
1.618 22.48
2.618 20.91
4.250 18.35
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 26.02 25.47
PP 25.91 24.83
S1 25.81 24.18

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

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