CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 23.43 23.66 0.23 1.0% 23.66
High 23.73 23.96 0.23 1.0% 24.52
Low 22.13 22.45 0.32 1.4% 21.66
Close 23.70 22.66 -1.04 -4.4% 23.70
Range 1.60 1.51 -0.09 -5.6% 2.86
ATR 2.95 2.85 -0.10 -3.5% 0.00
Volume
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 27.55 26.62 23.49
R3 26.04 25.11 23.08
R2 24.53 24.53 22.94
R1 23.60 23.60 22.80 23.31
PP 23.02 23.02 23.02 22.88
S1 22.09 22.09 22.52 21.80
S2 21.51 21.51 22.38
S3 20.00 20.58 22.24
S4 18.49 19.07 21.83
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 31.87 30.65 25.27
R3 29.01 27.79 24.49
R2 26.15 26.15 24.22
R1 24.93 24.93 23.96 25.54
PP 23.29 23.29 23.29 23.60
S1 22.07 22.07 23.44 22.68
S2 20.43 20.43 23.18
S3 17.57 19.21 22.91
S4 14.71 16.35 22.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.52 21.66 2.86 12.6% 1.82 8.0% 35% False False
10 27.27 21.66 5.61 24.8% 2.17 9.6% 18% False False
20 41.16 21.66 19.50 86.1% 3.20 14.1% 5% False False
40 41.16 21.66 19.50 86.1% 2.72 12.0% 5% False False
60 41.16 21.66 19.50 86.1% 3.01 13.3% 5% False False
80 41.16 20.28 20.88 92.1% 2.85 12.6% 11% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 30.38
2.618 27.91
1.618 26.40
1.000 25.47
0.618 24.89
HIGH 23.96
0.618 23.38
0.500 23.21
0.382 23.03
LOW 22.45
0.618 21.52
1.000 20.94
1.618 20.01
2.618 18.50
4.250 16.03
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 23.21 23.33
PP 23.02 23.10
S1 22.84 22.88

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

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