CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 22.64 20.21 -2.43 -10.7% 23.66
High 22.89 20.92 -1.97 -8.6% 23.96
Low 20.48 20.00 -0.48 -2.3% 19.51
Close 20.57 20.77 0.20 1.0% 20.84
Range 2.41 0.92 -1.49 -61.8% 4.45
ATR 2.62 2.50 -0.12 -4.6% 0.00
Volume
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 23.32 22.97 21.28
R3 22.40 22.05 21.02
R2 21.48 21.48 20.94
R1 21.13 21.13 20.85 21.31
PP 20.56 20.56 20.56 20.65
S1 20.21 20.21 20.69 20.39
S2 19.64 19.64 20.60
S3 18.72 19.29 20.52
S4 17.80 18.37 20.26
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 34.79 32.26 23.29
R3 30.34 27.81 22.06
R2 25.89 25.89 21.66
R1 23.36 23.36 21.25 22.40
PP 21.44 21.44 21.44 20.96
S1 18.91 18.91 20.43 17.95
S2 16.99 16.99 20.02
S3 12.54 14.46 19.62
S4 8.09 10.01 18.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.89 19.51 3.38 16.3% 1.69 8.2% 37% False False
10 24.52 19.51 5.01 24.1% 1.76 8.4% 25% False False
20 36.85 19.51 17.34 83.5% 2.58 12.4% 7% False False
40 41.16 19.51 21.65 104.2% 2.66 12.8% 6% False False
60 41.16 19.51 21.65 104.2% 2.70 13.0% 6% False False
80 41.16 19.51 21.65 104.2% 2.81 13.6% 6% 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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.46
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 24.83
2.618 23.33
1.618 22.41
1.000 21.84
0.618 21.49
HIGH 20.92
0.618 20.57
0.500 20.46
0.382 20.35
LOW 20.00
0.618 19.43
1.000 19.08
1.618 18.51
2.618 17.59
4.250 16.09
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 20.67 21.20
PP 20.56 21.06
S1 20.46 20.91

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

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