CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 22.67 24.00 1.33 5.9% 22.04
High 24.82 24.07 -0.75 -3.0% 25.14
Low 21.95 22.73 0.78 3.6% 20.10
Close 24.72 22.89 -1.83 -7.4% 23.31
Range 2.87 1.34 -1.53 -53.3% 5.04
ATR 2.28 2.26 -0.02 -0.9% 0.00
Volume
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 27.25 26.41 23.63
R3 25.91 25.07 23.26
R2 24.57 24.57 23.14
R1 23.73 23.73 23.01 23.48
PP 23.23 23.23 23.23 23.11
S1 22.39 22.39 22.77 22.14
S2 21.89 21.89 22.64
S3 20.55 21.05 22.52
S4 19.21 19.71 22.15
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 37.97 35.68 26.08
R3 32.93 30.64 24.70
R2 27.89 27.89 24.23
R1 25.60 25.60 23.77 26.75
PP 22.85 22.85 22.85 23.42
S1 20.56 20.56 22.85 21.71
S2 17.81 17.81 22.39
S3 12.77 15.52 21.92
S4 7.73 10.48 20.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.14 20.10 5.04 22.0% 2.31 10.1% 55% False False
10 25.14 19.97 5.17 22.6% 1.83 8.0% 56% False False
20 25.14 19.51 5.63 24.6% 1.79 7.8% 60% False False
40 41.16 19.51 21.65 94.6% 2.56 11.2% 16% False False
60 41.16 19.51 21.65 94.6% 2.53 11.0% 16% False False
80 41.16 19.51 21.65 94.6% 2.78 12.2% 16% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 29.77
2.618 27.58
1.618 26.24
1.000 25.41
0.618 24.90
HIGH 24.07
0.618 23.56
0.500 23.40
0.382 23.24
LOW 22.73
0.618 21.90
1.000 21.39
1.618 20.56
2.618 19.22
4.250 17.04
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 23.40 23.55
PP 23.23 23.33
S1 23.06 23.11

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

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