CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 28.87 29.52 0.65 2.3% 27.15
High 29.90 29.69 -0.21 -0.7% 29.90
Low 26.93 27.27 0.34 1.3% 24.90
Close 27.63 27.96 0.33 1.2% 27.63
Range 2.97 2.42 -0.55 -18.5% 5.00
ATR 2.98 2.94 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 35.57 34.18 29.29
R3 33.15 31.76 28.63
R2 30.73 30.73 28.40
R1 29.34 29.34 28.18 28.83
PP 28.31 28.31 28.31 28.05
S1 26.92 26.92 27.74 26.41
S2 25.89 25.89 27.52
S3 23.47 24.50 27.29
S4 21.05 22.08 26.63
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 42.48 40.05 30.38
R3 37.48 35.05 29.01
R2 32.48 32.48 28.55
R1 30.05 30.05 28.09 31.27
PP 27.48 27.48 27.48 28.08
S1 25.05 25.05 27.17 26.27
S2 22.48 22.48 26.71
S3 17.48 20.05 26.26
S4 12.48 15.05 24.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.90 25.06 4.84 17.3% 2.14 7.6% 60% False False
10 30.49 24.90 5.59 20.0% 2.68 9.6% 55% False False
20 35.93 24.84 11.09 39.7% 2.78 9.9% 28% False False
40 38.28 20.28 18.00 64.4% 2.97 10.6% 43% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 39.98
2.618 36.03
1.618 33.61
1.000 32.11
0.618 31.19
HIGH 29.69
0.618 28.77
0.500 28.48
0.382 28.19
LOW 27.27
0.618 25.77
1.000 24.85
1.618 23.35
2.618 20.93
4.250 16.99
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 28.48 27.85
PP 28.31 27.73
S1 28.13 27.62

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

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