CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 38.57 36.44 -2.13 -5.5% 29.38
High 38.78 36.44 -2.34 -6.0% 41.16
Low 36.13 34.19 -1.94 -5.4% 29.22
Close 37.13 35.55 -1.58 -4.3% 38.02
Range 2.65 2.25 -0.40 -15.1% 11.94
ATR 3.19 3.17 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.14 41.10 36.79
R3 39.89 38.85 36.17
R2 37.64 37.64 35.96
R1 36.60 36.60 35.76 36.00
PP 35.39 35.39 35.39 35.09
S1 34.35 34.35 35.34 33.75
S2 33.14 33.14 35.14
S3 30.89 32.10 34.93
S4 28.64 29.85 34.31
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 34.19 6.97 19.6% 4.22 11.9% 20% False True
10 41.16 27.26 13.90 39.1% 3.35 9.4% 60% False False
20 41.16 24.03 17.13 48.2% 2.65 7.5% 67% False False
40 41.16 24.03 17.13 48.2% 2.68 7.5% 67% False False
60 41.16 20.28 20.88 58.7% 2.89 8.1% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.00
2.618 42.33
1.618 40.08
1.000 38.69
0.618 37.83
HIGH 36.44
0.618 35.58
0.500 35.32
0.382 35.05
LOW 34.19
0.618 32.80
1.000 31.94
1.618 30.55
2.618 28.30
4.250 24.63
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 35.47 37.64
PP 35.39 36.94
S1 35.32 36.25

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

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