CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 27.36 28.81 1.45 5.3% 25.65
High 29.69 29.60 -0.09 -0.3% 29.06
Low 27.04 28.29 1.25 4.6% 24.14
Close 29.18 29.35 0.17 0.6% 27.41
Range 2.65 1.31 -1.34 -50.6% 4.92
ATR 2.57 2.48 -0.09 -3.5% 0.00
Volume
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 33.01 32.49 30.07
R3 31.70 31.18 29.71
R2 30.39 30.39 29.59
R1 29.87 29.87 29.47 30.13
PP 29.08 29.08 29.08 29.21
S1 28.56 28.56 29.23 28.82
S2 27.77 27.77 29.11
S3 26.46 27.25 28.99
S4 25.15 25.94 28.63
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 25.53 4.16 14.2% 1.83 6.2% 92% False False
10 29.76 24.03 5.73 19.5% 1.96 6.7% 93% False False
20 30.49 24.03 6.46 22.0% 2.40 8.2% 82% False False
40 38.28 20.92 17.36 59.1% 2.99 10.2% 49% 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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.17
2.618 33.03
1.618 31.72
1.000 30.91
0.618 30.41
HIGH 29.60
0.618 29.10
0.500 28.95
0.382 28.79
LOW 28.29
0.618 27.48
1.000 26.98
1.618 26.17
2.618 24.86
4.250 22.72
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 29.22 28.88
PP 29.08 28.41
S1 28.95 27.94

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

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