CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 26.65 28.04 1.39 5.2% 25.86
High 28.10 31.15 3.05 10.9% 28.92
Low 25.28 27.39 2.11 8.3% 24.84
Close 25.83 27.78 1.95 7.5% 25.83
Range 2.82 3.76 0.94 33.3% 4.08
ATR 3.12 3.27 0.16 5.0% 0.00
Volume
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 40.05 37.68 29.85
R3 36.29 33.92 28.81
R2 32.53 32.53 28.47
R1 30.16 30.16 28.12 29.47
PP 28.77 28.77 28.77 28.43
S1 26.40 26.40 27.44 25.71
S2 25.01 25.01 27.09
S3 21.25 22.64 26.75
S4 17.49 18.88 25.71
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 31.15 24.84 6.31 22.7% 2.41 8.7% 47% True False
10 35.93 24.84 11.09 39.9% 2.87 10.3% 27% False False
20 38.28 20.92 17.36 62.5% 3.56 12.8% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.13
2.618 40.99
1.618 37.23
1.000 34.91
0.618 33.47
HIGH 31.15
0.618 29.71
0.500 29.27
0.382 28.83
LOW 27.39
0.618 25.07
1.000 23.63
1.618 21.31
2.618 17.55
4.250 11.41
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 29.27 28.22
PP 28.77 28.07
S1 28.28 27.93

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

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