CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 25.92 25.31 -0.61 -2.4% 30.61
High 26.00 26.59 0.59 2.3% 35.93
Low 24.92 24.84 -0.08 -0.3% 26.51
Close 25.59 26.04 0.45 1.8% 26.87
Range 1.08 1.75 0.67 62.0% 9.42
ATR 3.27 3.16 -0.11 -3.3% 0.00
Volume
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 31.07 30.31 27.00
R3 29.32 28.56 26.52
R2 27.57 27.57 26.36
R1 26.81 26.81 26.20 27.19
PP 25.82 25.82 25.82 26.02
S1 25.06 25.06 25.88 25.44
S2 24.07 24.07 25.72
S3 22.32 23.31 25.56
S4 20.57 21.56 25.08
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 30.56 24.84 5.72 22.0% 2.09 8.0% 21% False True
10 38.28 24.84 13.44 51.6% 4.01 15.4% 9% False True
20 38.28 20.92 17.36 66.7% 3.43 13.2% 29% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 34.03
2.618 31.17
1.618 29.42
1.000 28.34
0.618 27.67
HIGH 26.59
0.618 25.92
0.500 25.72
0.382 25.51
LOW 24.84
0.618 23.76
1.000 23.09
1.618 22.01
2.618 20.26
4.250 17.40
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 25.93 25.97
PP 25.82 25.89
S1 25.72 25.82

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

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