CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 28.67 28.63 -0.04 -0.1% 30.61
High 30.56 29.73 -0.83 -2.7% 35.93
Low 27.59 26.51 -1.08 -3.9% 26.51
Close 29.71 26.87 -2.84 -9.6% 26.87
Range 2.97 3.22 0.25 8.4% 9.42
ATR 3.62 3.59 -0.03 -0.8% 0.00
Volume
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 37.36 35.34 28.64
R3 34.14 32.12 27.76
R2 30.92 30.92 27.46
R1 28.90 28.90 27.17 28.30
PP 27.70 27.70 27.70 27.41
S1 25.68 25.68 26.57 25.08
S2 24.48 24.48 26.28
S3 21.26 22.46 25.98
S4 18.04 19.24 25.10
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 58.03 51.87 32.05
R3 48.61 42.45 29.46
R2 39.19 39.19 28.60
R1 33.03 33.03 27.73 31.40
PP 29.77 29.77 29.77 28.96
S1 23.61 23.61 26.01 21.98
S2 20.35 20.35 25.14
S3 10.93 14.19 24.28
S4 1.51 4.77 21.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.28 26.51 11.77 43.8% 4.81 17.9% 3% False True
10 38.28 21.77 16.51 61.4% 4.58 17.1% 31% False False
20 38.28 20.92 17.36 64.6% 3.44 12.8% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.42
2.618 38.16
1.618 34.94
1.000 32.95
0.618 31.72
HIGH 29.73
0.618 28.50
0.500 28.12
0.382 27.74
LOW 26.51
0.618 24.52
1.000 23.29
1.618 21.30
2.618 18.08
4.250 12.83
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 28.12 29.15
PP 27.70 28.39
S1 27.29 27.63

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

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