CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 23.66 22.84 -0.82 -3.5% 24.80
High 24.08 24.09 0.01 0.0% 27.27
Low 22.43 22.34 -0.09 -0.4% 22.41
Close 22.45 22.71 0.26 1.2% 23.10
Range 1.65 1.75 0.10 6.1% 4.86
ATR 3.32 3.21 -0.11 -3.4% 0.00
Volume
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 28.30 27.25 23.67
R3 26.55 25.50 23.19
R2 24.80 24.80 23.03
R1 23.75 23.75 22.87 23.40
PP 23.05 23.05 23.05 22.87
S1 22.00 22.00 22.55 21.65
S2 21.30 21.30 22.39
S3 19.55 20.25 22.23
S4 17.80 18.50 21.75
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 38.84 35.83 25.77
R3 33.98 30.97 24.44
R2 29.12 29.12 23.99
R1 26.11 26.11 23.55 25.19
PP 24.26 24.26 24.26 23.80
S1 21.25 21.25 22.65 20.33
S2 19.40 19.40 22.21
S3 14.54 16.39 21.76
S4 9.68 11.53 20.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.27 22.34 4.93 21.7% 2.40 10.6% 8% False True
10 36.85 22.34 14.51 63.9% 3.36 14.8% 3% False True
20 41.16 22.34 18.82 82.9% 3.36 14.8% 2% False True
40 41.16 22.34 18.82 82.9% 2.88 12.7% 2% False True
60 41.16 20.92 20.24 89.1% 3.11 13.7% 9% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.53
2.618 28.67
1.618 26.92
1.000 25.84
0.618 25.17
HIGH 24.09
0.618 23.42
0.500 23.22
0.382 23.01
LOW 22.34
0.618 21.26
1.000 20.59
1.618 19.51
2.618 17.76
4.250 14.90
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 23.22 23.69
PP 23.05 23.36
S1 22.88 23.04

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

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