CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 22.04 21.65 -0.39 -1.8% 22.64
High 22.62 22.25 -0.37 -1.6% 22.89
Low 21.17 20.52 -0.65 -3.1% 19.97
Close 21.30 20.68 -0.62 -2.9% 20.79
Range 1.45 1.73 0.28 19.3% 2.92
ATR 2.21 2.18 -0.03 -1.6% 0.00
Volume
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 26.34 25.24 21.63
R3 24.61 23.51 21.16
R2 22.88 22.88 21.00
R1 21.78 21.78 20.84 21.47
PP 21.15 21.15 21.15 20.99
S1 20.05 20.05 20.52 19.74
S2 19.42 19.42 20.36
S3 17.69 18.32 20.20
S4 15.96 16.59 19.73
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 29.98 28.30 22.40
R3 27.06 25.38 21.59
R2 24.14 24.14 21.33
R1 22.46 22.46 21.06 21.84
PP 21.22 21.22 21.22 20.91
S1 19.54 19.54 20.52 18.92
S2 18.30 18.30 20.25
S3 15.38 16.62 19.99
S4 12.46 13.70 19.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.62 19.97 2.65 12.8% 1.35 6.5% 27% False False
10 22.89 19.51 3.38 16.3% 1.52 7.4% 35% False False
20 27.27 19.51 7.76 37.5% 1.85 8.9% 15% False False
40 41.16 19.51 21.65 104.7% 2.52 12.2% 5% False False
60 41.16 19.51 21.65 104.7% 2.53 12.3% 5% False False
80 41.16 19.51 21.65 104.7% 2.76 13.3% 5% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 29.60
2.618 26.78
1.618 25.05
1.000 23.98
0.618 23.32
HIGH 22.25
0.618 21.59
0.500 21.39
0.382 21.18
LOW 20.52
0.618 19.45
1.000 18.79
1.618 17.72
2.618 15.99
4.250 13.17
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 21.39 21.30
PP 21.15 21.09
S1 20.92 20.89

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

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