CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 27.87 24.80 -3.07 -11.0% 38.57
High 29.44 25.82 -3.62 -12.3% 38.78
Low 24.56 22.41 -2.15 -8.8% 24.56
Close 24.86 25.75 0.89 3.6% 24.86
Range 4.88 3.41 -1.47 -30.1% 14.22
ATR 3.67 3.65 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 34.89 33.73 27.63
R3 31.48 30.32 26.69
R2 28.07 28.07 26.38
R1 26.91 26.91 26.06 27.49
PP 24.66 24.66 24.66 24.95
S1 23.50 23.50 25.44 24.08
S2 21.25 21.25 25.12
S3 17.84 20.09 24.81
S4 14.43 16.68 23.87
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 36.85 22.41 14.44 56.1% 4.29 16.7% 23% False True
10 41.16 22.41 18.75 72.8% 4.22 16.4% 18% False True
20 41.16 22.41 18.75 72.8% 3.18 12.4% 18% False True
40 41.16 22.41 18.75 72.8% 2.88 11.2% 18% False True
60 41.16 20.92 20.24 78.6% 3.06 11.9% 24% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.31
2.618 34.75
1.618 31.34
1.000 29.23
0.618 27.93
HIGH 25.82
0.618 24.52
0.500 24.12
0.382 23.71
LOW 22.41
0.618 20.30
1.000 19.00
1.618 16.89
2.618 13.48
4.250 7.92
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 25.21 25.93
PP 24.66 25.87
S1 24.12 25.81

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

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