CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 27.16 27.36 0.20 0.7% 25.65
High 27.46 29.69 2.23 8.1% 29.06
Low 26.19 27.04 0.85 3.2% 24.14
Close 27.41 29.18 1.77 6.5% 27.41
Range 1.27 2.65 1.38 108.7% 4.92
ATR 2.56 2.57 0.01 0.2% 0.00
Volume
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 36.59 35.53 30.64
R3 33.94 32.88 29.91
R2 31.29 31.29 29.67
R1 30.23 30.23 29.42 30.76
PP 28.64 28.64 28.64 28.90
S1 27.58 27.58 28.94 28.11
S2 25.99 25.99 28.69
S3 23.34 24.93 28.45
S4 20.69 22.28 27.72
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 41.63 39.44 30.12
R3 36.71 34.52 28.76
R2 31.79 31.79 28.31
R1 29.60 29.60 27.86 30.70
PP 26.87 26.87 26.87 27.42
S1 24.68 24.68 26.96 25.78
S2 21.95 21.95 26.51
S3 17.03 19.76 26.06
S4 12.11 14.84 24.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.69 25.16 4.53 15.5% 1.93 6.6% 89% True False
10 30.00 24.03 5.97 20.5% 2.23 7.6% 86% False False
20 30.49 24.03 6.46 22.1% 2.45 8.4% 80% False False
40 38.28 20.92 17.36 59.5% 3.00 10.3% 48% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 40.95
2.618 36.63
1.618 33.98
1.000 32.34
0.618 31.33
HIGH 29.69
0.618 28.68
0.500 28.37
0.382 28.05
LOW 27.04
0.618 25.40
1.000 24.39
1.618 22.75
2.618 20.10
4.250 15.78
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 28.91 28.77
PP 28.64 28.35
S1 28.37 27.94

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

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