CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 27.02 29.54 2.52 9.3% 25.86
High 29.73 30.49 0.76 2.6% 28.92
Low 25.19 27.94 2.75 10.9% 24.84
Close 28.58 28.51 -0.07 -0.2% 25.83
Range 4.54 2.55 -1.99 -43.8% 4.08
ATR 3.30 3.25 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 36.63 35.12 29.91
R3 34.08 32.57 29.21
R2 31.53 31.53 28.98
R1 30.02 30.02 28.74 29.50
PP 28.98 28.98 28.98 28.72
S1 27.47 27.47 28.28 26.95
S2 26.43 26.43 28.04
S3 23.88 24.92 27.81
S4 21.33 22.37 27.11
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% 3.19 11.2% 56% False False
10 31.15 24.84 6.31 22.1% 2.61 9.2% 58% False False
20 38.28 21.44 16.84 59.1% 3.72 13.0% 42% False False
40 38.28 20.28 18.00 63.1% 2.98 10.5% 46% False False
Crabel Price Patterns
NR True
NR4 False
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 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.33
2.618 37.17
1.618 34.62
1.000 33.04
0.618 32.07
HIGH 30.49
0.618 29.52
0.500 29.22
0.382 28.91
LOW 27.94
0.618 26.36
1.000 25.39
1.618 23.81
2.618 21.26
4.250 17.10
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 29.22 28.29
PP 28.98 28.06
S1 28.75 27.84

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

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