CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 38.80 40.81 2.01 5.2% 29.38
High 41.16 41.09 -0.07 -0.2% 41.16
Low 35.63 36.50 0.87 2.4% 29.22
Close 37.59 38.02 0.43 1.1% 38.02
Range 5.53 4.59 -0.94 -17.0% 11.94
ATR 3.13 3.23 0.10 3.3% 0.00
Volume
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 52.31 49.75 40.54
R3 47.72 45.16 39.28
R2 43.13 43.13 38.86
R1 40.57 40.57 38.44 39.56
PP 38.54 38.54 38.54 38.03
S1 35.98 35.98 37.60 34.97
S2 33.95 33.95 37.18
S3 29.36 31.39 36.76
S4 24.77 26.80 35.50
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 71.95 66.93 44.59
R3 60.01 54.99 41.30
R2 48.07 48.07 40.21
R1 43.05 43.05 39.11 45.56
PP 36.13 36.13 36.13 37.39
S1 31.11 31.11 36.93 33.62
S2 24.19 24.19 35.83
S3 12.25 19.17 34.74
S4 0.31 7.23 31.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.16 29.22 11.94 31.4% 4.52 11.9% 74% False False
10 41.16 27.04 14.12 37.1% 3.26 8.6% 78% False False
20 41.16 24.03 17.13 45.1% 2.73 7.2% 82% False False
40 41.16 24.03 17.13 45.1% 2.91 7.7% 82% False False
60 41.16 20.28 20.88 54.9% 2.88 7.6% 85% 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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.60
2.618 53.11
1.618 48.52
1.000 45.68
0.618 43.93
HIGH 41.09
0.618 39.34
0.500 38.80
0.382 38.25
LOW 36.50
0.618 33.66
1.000 31.91
1.618 29.07
2.618 24.48
4.250 16.99
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 38.80 37.99
PP 38.54 37.95
S1 38.28 37.92

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

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