CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 34.62 30.61 -4.01 -11.6% 23.91
High 38.28 35.93 -2.35 -6.1% 38.28
Low 29.50 30.52 1.02 3.5% 21.77
Close 30.75 31.46 0.71 2.3% 30.75
Range 8.78 5.41 -3.37 -38.4% 16.51
ATR 3.53 3.67 0.13 3.8% 0.00
Volume
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.87 45.57 34.44
R3 43.46 40.16 32.95
R2 38.05 38.05 32.45
R1 34.75 34.75 31.96 36.40
PP 32.64 32.64 32.64 33.46
S1 29.34 29.34 30.96 30.99
S2 27.23 27.23 30.47
S3 21.82 23.93 29.97
S4 16.41 18.52 28.48
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 79.80 71.78 39.83
R3 63.29 55.27 35.29
R2 46.78 46.78 33.78
R1 38.76 38.76 32.26 42.77
PP 30.27 30.27 30.27 32.27
S1 22.25 22.25 29.24 26.26
S2 13.76 13.76 27.72
S3 -2.75 5.74 26.21
S4 -19.26 -10.77 21.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.28 25.02 13.26 42.1% 5.52 17.5% 49% False False
10 38.28 20.92 17.36 55.2% 4.59 14.6% 61% False False
20 38.28 20.28 18.00 57.2% 3.33 10.6% 62% 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 1.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.92
2.618 50.09
1.618 44.68
1.000 41.34
0.618 39.27
HIGH 35.93
0.618 33.86
0.500 33.23
0.382 32.59
LOW 30.52
0.618 27.18
1.000 25.11
1.618 21.77
2.618 16.36
4.250 7.53
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 33.23 31.97
PP 32.64 31.80
S1 32.05 31.63

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

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