CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 23.66 22.04 -1.62 -6.8% 23.66
High 23.96 22.48 -1.48 -6.2% 24.52
Low 22.45 20.80 -1.65 -7.3% 21.66
Close 22.66 21.64 -1.02 -4.5% 23.70
Range 1.51 1.68 0.17 11.3% 2.86
ATR 2.85 2.78 -0.07 -2.5% 0.00
Volume
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 26.68 25.84 22.56
R3 25.00 24.16 22.10
R2 23.32 23.32 21.95
R1 22.48 22.48 21.79 22.06
PP 21.64 21.64 21.64 21.43
S1 20.80 20.80 21.49 20.38
S2 19.96 19.96 21.33
S3 18.28 19.12 21.18
S4 16.60 17.44 20.72
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 20.80 3.72 17.2% 1.80 8.3% 23% False True
10 27.27 20.80 6.47 29.9% 2.10 9.7% 13% False True
20 41.16 20.80 20.36 94.1% 3.19 14.7% 4% False True
40 41.16 20.80 20.36 94.1% 2.72 12.6% 4% False True
60 41.16 20.80 20.36 94.1% 2.96 13.7% 4% False True
80 41.16 20.28 20.88 96.5% 2.83 13.1% 7% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 29.62
2.618 26.88
1.618 25.20
1.000 24.16
0.618 23.52
HIGH 22.48
0.618 21.84
0.500 21.64
0.382 21.44
LOW 20.80
0.618 19.76
1.000 19.12
1.618 18.08
2.618 16.40
4.250 13.66
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 21.64 22.38
PP 21.64 22.13
S1 21.64 21.89

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

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