CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 25.01 24.39 -0.62 -2.5% 38.57
High 25.12 27.27 2.15 8.6% 38.78
Low 22.57 23.53 0.96 4.3% 24.56
Close 23.45 25.35 1.90 8.1% 24.86
Range 2.55 3.74 1.19 46.7% 14.22
ATR 3.49 3.51 0.02 0.7% 0.00
Volume
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 36.60 34.72 27.41
R3 32.86 30.98 26.38
R2 29.12 29.12 26.04
R1 27.24 27.24 25.69 28.18
PP 25.38 25.38 25.38 25.86
S1 23.50 23.50 25.01 24.44
S2 21.64 21.64 24.66
S3 17.90 19.76 24.32
S4 14.16 16.02 23.29
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 29.44 22.41 7.03 27.7% 3.40 13.4% 42% False False
10 41.09 22.41 18.68 73.7% 3.74 14.8% 16% False False
20 41.16 22.41 18.75 74.0% 3.33 13.1% 16% False False
40 41.16 22.41 18.75 74.0% 2.96 11.7% 16% False False
60 41.16 20.92 20.24 79.8% 3.13 12.3% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.57
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.17
2.618 37.06
1.618 33.32
1.000 31.01
0.618 29.58
HIGH 27.27
0.618 25.84
0.500 25.40
0.382 24.96
LOW 23.53
0.618 21.22
1.000 19.79
1.618 17.48
2.618 13.74
4.250 7.64
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 25.40 25.21
PP 25.38 25.06
S1 25.37 24.92

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

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