CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 36.79 27.56 -9.23 -25.1% 29.38
High 36.85 28.14 -8.71 -23.6% 41.16
Low 28.03 26.04 -1.99 -7.1% 29.22
Close 29.57 27.58 -1.99 -6.7% 38.02
Range 8.82 2.10 -6.72 -76.2% 11.94
ATR 3.57 3.57 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 33.55 32.67 28.74
R3 31.45 30.57 28.16
R2 29.35 29.35 27.97
R1 28.47 28.47 27.77 28.91
PP 27.25 27.25 27.25 27.48
S1 26.37 26.37 27.39 26.81
S2 25.15 25.15 27.20
S3 23.05 24.27 27.00
S4 20.95 22.17 26.43
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 41.09 26.04 15.05 54.6% 4.08 14.8% 10% False True
10 41.16 26.04 15.12 54.8% 3.98 14.4% 10% False True
20 41.16 24.03 17.13 62.1% 2.95 10.7% 21% False False
40 41.16 24.03 17.13 62.1% 2.79 10.1% 21% False False
60 41.16 20.92 20.24 73.4% 2.98 10.8% 33% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 37.07
2.618 33.64
1.618 31.54
1.000 30.24
0.618 29.44
HIGH 28.14
0.618 27.34
0.500 27.09
0.382 26.84
LOW 26.04
0.618 24.74
1.000 23.94
1.618 22.64
2.618 20.54
4.250 17.12
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 27.42 31.45
PP 27.25 30.16
S1 27.09 28.87

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

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