CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 24.00 22.51 -1.49 -6.2% 22.04
High 24.07 23.67 -0.40 -1.7% 25.14
Low 22.73 22.29 -0.44 -1.9% 20.10
Close 22.89 22.50 -0.39 -1.7% 23.31
Range 1.34 1.38 0.04 3.0% 5.04
ATR 2.26 2.19 -0.06 -2.8% 0.00
Volume
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 26.96 26.11 23.26
R3 25.58 24.73 22.88
R2 24.20 24.20 22.75
R1 23.35 23.35 22.63 23.09
PP 22.82 22.82 22.82 22.69
S1 21.97 21.97 22.37 21.71
S2 21.44 21.44 22.25
S3 20.06 20.59 22.12
S4 18.68 19.21 21.74
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 21.53 3.61 16.0% 2.02 9.0% 27% False False
10 25.14 19.97 5.17 23.0% 1.84 8.2% 49% False False
20 25.14 19.51 5.63 25.0% 1.77 7.9% 53% False False
40 41.16 19.51 21.65 96.2% 2.56 11.4% 14% False False
60 41.16 19.51 21.65 96.2% 2.51 11.2% 14% False False
80 41.16 19.51 21.65 96.2% 2.78 12.3% 14% 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 False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.54
2.618 27.28
1.618 25.90
1.000 25.05
0.618 24.52
HIGH 23.67
0.618 23.14
0.500 22.98
0.382 22.82
LOW 22.29
0.618 21.44
1.000 20.91
1.618 20.06
2.618 18.68
4.250 16.43
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 22.98 23.39
PP 22.82 23.09
S1 22.66 22.80

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

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