CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 30.10 28.47 -1.63 -5.4% 27.36
High 30.12 28.67 -1.45 -4.8% 30.55
Low 27.68 27.26 -0.42 -1.5% 27.04
Close 28.11 27.55 -0.56 -2.0% 27.55
Range 2.44 1.41 -1.03 -42.2% 3.51
ATR 2.46 2.38 -0.07 -3.0% 0.00
Volume
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 32.06 31.21 28.33
R3 30.65 29.80 27.94
R2 29.24 29.24 27.81
R1 28.39 28.39 27.68 28.11
PP 27.83 27.83 27.83 27.69
S1 26.98 26.98 27.42 26.70
S2 26.42 26.42 27.29
S3 25.01 25.57 27.16
S4 23.60 24.16 26.77
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 38.91 36.74 29.48
R3 35.40 33.23 28.52
R2 31.89 31.89 28.19
R1 29.72 29.72 27.87 30.81
PP 28.38 28.38 28.38 28.92
S1 26.21 26.21 27.23 27.30
S2 24.87 24.87 26.91
S3 21.36 22.70 26.58
S4 17.85 19.19 25.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.55 27.04 3.51 12.7% 2.00 7.3% 15% False False
10 30.55 24.14 6.41 23.3% 1.85 6.7% 53% False False
20 30.55 24.03 6.52 23.7% 2.13 7.7% 54% False False
40 38.28 21.77 16.51 59.9% 2.89 10.5% 35% False False
60 38.28 20.28 18.00 65.3% 2.71 9.8% 40% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 34.66
2.618 32.36
1.618 30.95
1.000 30.08
0.618 29.54
HIGH 28.67
0.618 28.13
0.500 27.97
0.382 27.80
LOW 27.26
0.618 26.39
1.000 25.85
1.618 24.98
2.618 23.57
4.250 21.27
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 27.97 28.91
PP 27.83 28.45
S1 27.69 28.00

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

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