CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 27.56 27.87 0.31 1.1% 38.57
High 28.14 29.44 1.30 4.6% 38.78
Low 26.04 24.56 -1.48 -5.7% 24.56
Close 27.58 24.86 -2.72 -9.9% 24.86
Range 2.10 4.88 2.78 132.4% 14.22
ATR 3.57 3.67 0.09 2.6% 0.00
Volume
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 40.93 37.77 27.54
R3 36.05 32.89 26.20
R2 31.17 31.17 25.75
R1 28.01 28.01 25.31 27.15
PP 26.29 26.29 26.29 25.86
S1 23.13 23.13 24.41 22.27
S2 21.41 21.41 23.97
S3 16.53 18.25 23.52
S4 11.65 13.37 22.18
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 72.06 62.68 32.68
R3 57.84 48.46 28.77
R2 43.62 43.62 27.47
R1 34.24 34.24 26.16 31.82
PP 29.40 29.40 29.40 28.19
S1 20.02 20.02 23.56 17.60
S2 15.18 15.18 22.25
S3 0.96 5.80 20.95
S4 -13.26 -8.42 17.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.78 24.56 14.22 57.2% 4.14 16.7% 2% False True
10 41.16 24.56 16.60 66.8% 4.33 17.4% 2% False True
20 41.16 24.14 17.02 68.5% 3.09 12.4% 4% False False
40 41.16 24.03 17.13 68.9% 2.83 11.4% 5% False False
60 41.16 20.92 20.24 81.4% 3.03 12.2% 19% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.18
2.618 42.22
1.618 37.34
1.000 34.32
0.618 32.46
HIGH 29.44
0.618 27.58
0.500 27.00
0.382 26.42
LOW 24.56
0.618 21.54
1.000 19.68
1.618 16.66
2.618 11.78
4.250 3.82
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 27.00 30.71
PP 26.29 28.76
S1 25.57 26.81

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

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