CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 29.54 28.17 -1.37 -4.6% 28.04
High 30.49 30.43 -0.06 -0.2% 31.15
Low 27.94 26.02 -1.92 -6.9% 25.19
Close 28.51 26.38 -2.13 -7.5% 26.38
Range 2.55 4.41 1.86 72.9% 5.96
ATR 3.25 3.33 0.08 2.6% 0.00
Volume
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 40.84 38.02 28.81
R3 36.43 33.61 27.59
R2 32.02 32.02 27.19
R1 29.20 29.20 26.78 28.41
PP 27.61 27.61 27.61 27.21
S1 24.79 24.79 25.98 24.00
S2 23.20 23.20 25.57
S3 18.79 20.38 25.17
S4 14.38 15.97 23.95
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.45 41.88 29.66
R3 39.49 35.92 28.02
R2 33.53 33.53 27.47
R1 29.96 29.96 26.93 28.77
PP 27.57 27.57 27.57 26.98
S1 24.00 24.00 25.83 22.81
S2 21.61 21.61 25.29
S3 15.65 18.04 24.74
S4 9.69 12.08 23.10
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 22.6% 3.51 13.3% 20% False False
10 31.15 24.84 6.31 23.9% 2.73 10.3% 24% False False
20 38.28 21.77 16.51 62.6% 3.66 13.9% 28% False False
40 38.28 20.28 18.00 68.2% 3.00 11.4% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.17
2.618 41.98
1.618 37.57
1.000 34.84
0.618 33.16
HIGH 30.43
0.618 28.75
0.500 28.23
0.382 27.70
LOW 26.02
0.618 23.29
1.000 21.61
1.618 18.88
2.618 14.47
4.250 7.28
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 28.23 27.84
PP 27.61 27.35
S1 27.00 26.87

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

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