CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 29.38 32.04 2.66 9.1% 27.36
High 33.68 33.77 0.09 0.3% 30.55
Low 29.22 31.85 2.63 9.0% 27.04
Close 32.46 33.35 0.89 2.7% 27.55
Range 4.46 1.92 -2.54 -57.0% 3.51
ATR 2.65 2.60 -0.05 -2.0% 0.00
Volume
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 38.75 37.97 34.41
R3 36.83 36.05 33.88
R2 34.91 34.91 33.70
R1 34.13 34.13 33.53 34.52
PP 32.99 32.99 32.99 33.19
S1 32.21 32.21 33.17 32.60
S2 31.07 31.07 33.00
S3 29.15 30.29 32.82
S4 27.23 28.37 32.29
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 33.77 27.26 6.51 19.5% 2.48 7.4% 94% True False
10 33.77 25.53 8.24 24.7% 2.16 6.5% 95% True False
20 33.77 24.03 9.74 29.2% 2.26 6.8% 96% True False
40 38.28 24.03 14.25 42.7% 2.84 8.5% 65% False False
60 38.28 20.28 18.00 54.0% 2.71 8.1% 73% 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 False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.93
2.618 38.80
1.618 36.88
1.000 35.69
0.618 34.96
HIGH 33.77
0.618 33.04
0.500 32.81
0.382 32.58
LOW 31.85
0.618 30.66
1.000 29.93
1.618 28.74
2.618 26.82
4.250 23.69
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 33.17 32.41
PP 32.99 31.46
S1 32.81 30.52

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

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