CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 28.47 29.38 0.91 3.2% 27.36
High 28.67 33.68 5.01 17.5% 30.55
Low 27.26 29.22 1.96 7.2% 27.04
Close 27.55 32.46 4.91 17.8% 27.55
Range 1.41 4.46 3.05 216.3% 3.51
ATR 2.38 2.65 0.27 11.2% 0.00
Volume
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.17 43.27 34.91
R3 40.71 38.81 33.69
R2 36.25 36.25 33.28
R1 34.35 34.35 32.87 35.30
PP 31.79 31.79 31.79 32.26
S1 29.89 29.89 32.05 30.84
S2 27.33 27.33 31.64
S3 22.87 25.43 31.23
S4 18.41 20.97 30.01
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 33.68 27.26 6.42 19.8% 2.36 7.3% 81% True False
10 33.68 25.16 8.52 26.2% 2.14 6.6% 86% True False
20 33.68 24.03 9.65 29.7% 2.24 6.9% 87% True False
40 38.28 21.77 16.51 50.9% 2.91 9.0% 65% False False
60 38.28 20.28 18.00 55.5% 2.74 8.4% 68% 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 0.33
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 52.64
2.618 45.36
1.618 40.90
1.000 38.14
0.618 36.44
HIGH 33.68
0.618 31.98
0.500 31.45
0.382 30.92
LOW 29.22
0.618 26.46
1.000 24.76
1.618 22.00
2.618 17.54
4.250 10.27
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 32.12 31.80
PP 31.79 31.13
S1 31.45 30.47

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

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