CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 29.52 28.05 -1.47 -5.0% 27.15
High 29.69 30.00 0.31 1.0% 29.90
Low 27.27 26.01 -1.26 -4.6% 24.90
Close 27.96 29.48 1.52 5.4% 27.63
Range 2.42 3.99 1.57 64.9% 5.00
ATR 2.94 3.01 0.08 2.6% 0.00
Volume
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 40.47 38.96 31.67
R3 36.48 34.97 30.58
R2 32.49 32.49 30.21
R1 30.98 30.98 29.85 31.74
PP 28.50 28.50 28.50 28.87
S1 26.99 26.99 29.11 27.75
S2 24.51 24.51 28.75
S3 20.52 23.00 28.38
S4 16.53 19.01 27.29
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 30.00 25.06 4.94 16.8% 2.64 9.0% 89% True False
10 30.49 24.90 5.59 19.0% 2.85 9.7% 82% False False
20 31.78 24.84 6.94 23.5% 2.70 9.2% 67% False False
40 38.28 20.28 18.00 61.1% 3.01 10.2% 51% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 46.96
2.618 40.45
1.618 36.46
1.000 33.99
0.618 32.47
HIGH 30.00
0.618 28.48
0.500 28.01
0.382 27.53
LOW 26.01
0.618 23.54
1.000 22.02
1.618 19.55
2.618 15.56
4.250 9.05
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 28.99 28.99
PP 28.50 28.50
S1 28.01 28.01

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

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