CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 24.80 25.36 0.56 2.3% 38.57
High 25.82 26.77 0.95 3.7% 38.78
Low 22.41 24.35 1.94 8.7% 24.56
Close 25.75 24.80 -0.95 -3.7% 24.86
Range 3.41 2.42 -0.99 -29.0% 14.22
ATR 3.65 3.56 -0.09 -2.4% 0.00
Volume
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 32.57 31.10 26.13
R3 30.15 28.68 25.47
R2 27.73 27.73 25.24
R1 26.26 26.26 25.02 25.79
PP 25.31 25.31 25.31 25.07
S1 23.84 23.84 24.58 23.37
S2 22.89 22.89 24.36
S3 20.47 21.42 24.13
S4 18.05 19.00 23.47
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 58.2% 4.33 17.4% 17% False False
10 41.16 22.41 18.75 75.6% 4.27 17.2% 13% False False
20 41.16 22.41 18.75 75.6% 3.22 13.0% 13% False False
40 41.16 22.41 18.75 75.6% 2.91 11.7% 13% False False
60 41.16 20.92 20.24 81.6% 3.08 12.4% 19% 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 0.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 37.06
2.618 33.11
1.618 30.69
1.000 29.19
0.618 28.27
HIGH 26.77
0.618 25.85
0.500 25.56
0.382 25.27
LOW 24.35
0.618 22.85
1.000 21.93
1.618 20.43
2.618 18.01
4.250 14.07
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 25.56 25.93
PP 25.31 25.55
S1 25.05 25.18

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

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