CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 32.04 34.69 2.65 8.3% 27.36
High 33.77 40.77 7.00 20.7% 30.55
Low 31.85 34.68 2.83 8.9% 27.04
Close 33.35 40.28 6.93 20.8% 27.55
Range 1.92 6.09 4.17 217.2% 3.51
ATR 2.60 2.94 0.34 13.3% 0.00
Volume
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 56.85 54.65 43.63
R3 50.76 48.56 41.95
R2 44.67 44.67 41.40
R1 42.47 42.47 40.84 43.57
PP 38.58 38.58 38.58 39.13
S1 36.38 36.38 39.72 37.48
S2 32.49 32.49 39.16
S3 26.40 30.29 38.61
S4 20.31 24.20 36.93
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 40.77 27.26 13.51 33.5% 3.26 8.1% 96% True False
10 40.77 26.19 14.58 36.2% 2.60 6.4% 97% True False
20 40.77 24.03 16.74 41.6% 2.46 6.1% 97% True False
40 40.77 24.03 16.74 41.6% 2.95 7.3% 97% True False
60 40.77 20.28 20.49 50.9% 2.78 6.9% 98% True 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 0.28
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 66.65
2.618 56.71
1.618 50.62
1.000 46.86
0.618 44.53
HIGH 40.77
0.618 38.44
0.500 37.73
0.382 37.01
LOW 34.68
0.618 30.92
1.000 28.59
1.618 24.83
2.618 18.74
4.250 8.80
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 39.43 38.52
PP 38.58 36.76
S1 37.73 35.00

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

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