CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 28.17 27.15 -1.02 -3.6% 28.04
High 30.43 27.19 -3.24 -10.6% 31.15
Low 26.02 24.90 -1.12 -4.3% 25.19
Close 26.38 26.19 -0.19 -0.7% 26.38
Range 4.41 2.29 -2.12 -48.1% 5.96
ATR 3.33 3.26 -0.07 -2.2% 0.00
Volume
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 32.96 31.87 27.45
R3 30.67 29.58 26.82
R2 28.38 28.38 26.61
R1 27.29 27.29 26.40 26.69
PP 26.09 26.09 26.09 25.80
S1 25.00 25.00 25.98 24.40
S2 23.80 23.80 25.77
S3 21.51 22.71 25.56
S4 19.22 20.42 24.93
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 30.49 24.90 5.59 21.3% 3.22 12.3% 23% False True
10 31.15 24.84 6.31 24.1% 2.82 10.8% 21% False False
20 38.28 21.77 16.51 63.0% 3.59 13.7% 27% False False
40 38.28 20.28 18.00 68.7% 2.99 11.4% 33% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.84
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 36.92
2.618 33.19
1.618 30.90
1.000 29.48
0.618 28.61
HIGH 27.19
0.618 26.32
0.500 26.05
0.382 25.77
LOW 24.90
0.618 23.48
1.000 22.61
1.618 21.19
2.618 18.90
4.250 15.17
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 26.14 27.70
PP 26.09 27.19
S1 26.05 26.69

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

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