CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 27.15 26.81 -0.34 -1.3% 28.04
High 27.19 27.43 0.24 0.9% 31.15
Low 24.90 25.98 1.08 4.3% 25.19
Close 26.19 26.27 0.08 0.3% 26.38
Range 2.29 1.45 -0.84 -36.7% 5.96
ATR 3.26 3.13 -0.13 -4.0% 0.00
Volume
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 30.91 30.04 27.07
R3 29.46 28.59 26.67
R2 28.01 28.01 26.54
R1 27.14 27.14 26.40 26.85
PP 26.56 26.56 26.56 26.42
S1 25.69 25.69 26.14 25.40
S2 25.11 25.11 26.00
S3 23.66 24.24 25.87
S4 22.21 22.79 25.47
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% 3.05 11.6% 25% False False
10 31.15 24.84 6.31 24.0% 2.85 10.9% 23% False False
20 38.28 24.84 13.44 51.2% 3.42 13.0% 11% False False
40 38.28 20.28 18.00 68.5% 2.93 11.1% 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 0.90
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 33.59
2.618 31.23
1.618 29.78
1.000 28.88
0.618 28.33
HIGH 27.43
0.618 26.88
0.500 26.71
0.382 26.53
LOW 25.98
0.618 25.08
1.000 24.53
1.618 23.63
2.618 22.18
4.250 19.82
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 26.71 27.67
PP 26.56 27.20
S1 26.42 26.74

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

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