CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 25.86 25.92 0.06 0.2% 30.61
High 26.79 26.00 -0.79 -2.9% 35.93
Low 25.38 24.92 -0.46 -1.8% 26.51
Close 25.85 25.59 -0.26 -1.0% 26.87
Range 1.41 1.08 -0.33 -23.4% 9.42
ATR 3.44 3.27 -0.17 -4.9% 0.00
Volume
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 28.74 28.25 26.18
R3 27.66 27.17 25.89
R2 26.58 26.58 25.79
R1 26.09 26.09 25.69 25.80
PP 25.50 25.50 25.50 25.36
S1 25.01 25.01 25.49 24.72
S2 24.42 24.42 25.39
S3 23.34 23.93 25.29
S4 22.26 22.85 25.00
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 31.78 24.92 6.86 26.8% 2.47 9.6% 10% False True
10 38.28 24.92 13.36 52.2% 3.99 15.6% 5% False True
20 38.28 20.92 17.36 67.8% 3.41 13.3% 27% 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 0.84
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 30.59
2.618 28.83
1.618 27.75
1.000 27.08
0.618 26.67
HIGH 26.00
0.618 25.59
0.500 25.46
0.382 25.33
LOW 24.92
0.618 24.25
1.000 23.84
1.618 23.17
2.618 22.09
4.250 20.33
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 25.55 27.33
PP 25.50 26.75
S1 25.46 26.17

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

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