CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 28.61 27.02 -1.59 -5.6% 25.86
High 28.78 29.73 0.95 3.3% 28.92
Low 26.48 25.19 -1.29 -4.9% 24.84
Close 26.86 28.58 1.72 6.4% 25.83
Range 2.30 4.54 2.24 97.4% 4.08
ATR 3.21 3.30 0.10 3.0% 0.00
Volume
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 41.45 39.56 31.08
R3 36.91 35.02 29.83
R2 32.37 32.37 29.41
R1 30.48 30.48 29.00 31.43
PP 27.83 27.83 27.83 28.31
S1 25.94 25.94 28.16 26.89
S2 23.29 23.29 27.75
S3 18.75 21.40 27.33
S4 14.21 16.86 26.08
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 25.19 5.96 20.9% 3.22 11.3% 57% False True
10 31.15 24.84 6.31 22.1% 2.65 9.3% 59% False False
20 38.28 20.92 17.36 60.7% 3.71 13.0% 44% False False
40 38.28 20.28 18.00 63.0% 2.96 10.4% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 49.03
2.618 41.62
1.618 37.08
1.000 34.27
0.618 32.54
HIGH 29.73
0.618 28.00
0.500 27.46
0.382 26.92
LOW 25.19
0.618 22.38
1.000 20.65
1.618 17.84
2.618 13.30
4.250 5.90
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 28.21 28.44
PP 27.83 28.31
S1 27.46 28.17

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

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