CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 28.04 28.61 0.57 2.0% 25.86
High 31.15 28.78 -2.37 -7.6% 28.92
Low 27.39 26.48 -0.91 -3.3% 24.84
Close 27.78 26.86 -0.92 -3.3% 25.83
Range 3.76 2.30 -1.46 -38.8% 4.08
ATR 3.27 3.21 -0.07 -2.1% 0.00
Volume
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 34.27 32.87 28.13
R3 31.97 30.57 27.49
R2 29.67 29.67 27.28
R1 28.27 28.27 27.07 27.82
PP 27.37 27.37 27.37 27.15
S1 25.97 25.97 26.65 25.52
S2 25.07 25.07 26.44
S3 22.77 23.67 26.23
S4 20.47 21.37 25.60
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 23.5% 2.66 9.9% 32% False False
10 31.78 24.84 6.94 25.8% 2.56 9.5% 29% False False
20 38.28 20.92 17.36 64.6% 3.58 13.3% 34% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.62
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 38.56
2.618 34.80
1.618 32.50
1.000 31.08
0.618 30.20
HIGH 28.78
0.618 27.90
0.500 27.63
0.382 27.36
LOW 26.48
0.618 25.06
1.000 24.18
1.618 22.76
2.618 20.46
4.250 16.71
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 27.63 28.22
PP 27.37 27.76
S1 27.12 27.31

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

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