CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 26.20 25.65 -0.55 -2.1% 29.52
High 26.22 25.65 -0.57 -2.2% 30.00
Low 24.03 24.14 0.11 0.5% 24.03
Close 25.00 25.07 0.07 0.3% 25.00
Range 2.19 1.51 -0.68 -31.1% 5.97
ATR 2.90 2.80 -0.10 -3.4% 0.00
Volume
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 29.48 28.79 25.90
R3 27.97 27.28 25.49
R2 26.46 26.46 25.35
R1 25.77 25.77 25.21 25.36
PP 24.95 24.95 24.95 24.75
S1 24.26 24.26 24.93 23.85
S2 23.44 23.44 24.79
S3 21.93 22.75 24.65
S4 20.42 21.24 24.24
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.25 40.60 28.28
R3 38.28 34.63 26.64
R2 32.31 32.31 26.09
R1 28.66 28.66 25.55 27.50
PP 26.34 26.34 26.34 25.77
S1 22.69 22.69 24.45 21.53
S2 20.37 20.37 23.91
S3 14.40 16.72 23.36
S4 8.43 10.75 21.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.00 24.03 5.97 23.8% 2.52 10.1% 17% False False
10 30.00 24.03 5.97 23.8% 2.33 9.3% 17% False False
20 31.15 24.03 7.12 28.4% 2.57 10.3% 15% False False
40 38.28 20.92 17.36 69.2% 3.00 12.0% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 32.07
2.618 29.60
1.618 28.09
1.000 27.16
0.618 26.58
HIGH 25.65
0.618 25.07
0.500 24.90
0.382 24.72
LOW 24.14
0.618 23.21
1.000 22.63
1.618 21.70
2.618 20.19
4.250 17.72
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 25.01 26.01
PP 24.95 25.70
S1 24.90 25.38

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

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