CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 28.22 26.65 -1.57 -5.6% 25.86
High 28.92 28.10 -0.82 -2.8% 28.92
Low 26.26 25.28 -0.98 -3.7% 24.84
Close 26.46 25.83 -0.63 -2.4% 25.83
Range 2.66 2.82 0.16 6.0% 4.08
ATR 3.14 3.12 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 34.86 33.17 27.38
R3 32.04 30.35 26.61
R2 29.22 29.22 26.35
R1 27.53 27.53 26.09 26.97
PP 26.40 26.40 26.40 26.12
S1 24.71 24.71 25.57 24.15
S2 23.58 23.58 25.31
S3 20.76 21.89 25.05
S4 17.94 19.07 24.28
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 38.77 36.38 28.07
R3 34.69 32.30 26.95
R2 30.61 30.61 26.58
R1 28.22 28.22 26.20 27.38
PP 26.53 26.53 26.53 26.11
S1 24.14 24.14 25.46 23.30
S2 22.45 22.45 25.08
S3 18.37 20.06 24.71
S4 14.29 15.98 23.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.92 24.84 4.08 15.8% 1.94 7.5% 24% False False
10 38.28 24.84 13.44 52.0% 3.38 13.1% 7% False False
20 38.28 20.92 17.36 67.2% 3.49 13.5% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 40.09
2.618 35.48
1.618 32.66
1.000 30.92
0.618 29.84
HIGH 28.10
0.618 27.02
0.500 26.69
0.382 26.36
LOW 25.28
0.618 23.54
1.000 22.46
1.618 20.72
2.618 17.90
4.250 13.30
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 26.69 26.88
PP 26.40 26.53
S1 26.12 26.18

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

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