CBOE Volatility Index

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	29.38	32.04	2.66	9.1%	27.36
High	33.68	33.77	0.09	0.3%	30.55
Low	29.22	31.85	2.63	9.0%	27.04
Close	32.46	33.35	0.89	2.7%	27.55
Range	4.46	1.92	-2.54	-57.0%	3.51
ATR	2.65	2.60	-0.05	-2.0%	0.00
Volume

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.75	37.97	34.41
R3	36.83	36.05	33.88
R2	34.91	34.91	33.70
R1	34.13	34.13	33.53	34.52
PP	32.99	32.99	32.99	33.19
S1	32.21	32.21	33.17	32.60
S2	31.07	31.07	33.00
S3	29.15	30.29	32.82
S4	27.23	28.37	32.29

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.91	36.74	29.48
R3	35.40	33.23	28.52
R2	31.89	31.89	28.19
R1	29.72	29.72	27.87	30.81
PP	28.38	28.38	28.38	28.92
S1	26.21	26.21	27.23	27.30
S2	24.87	24.87	26.91
S3	21.36	22.70	26.58
S4	17.85	19.19	25.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	33.77	27.26	6.51	19.5%	2.48	7.4%	94%	True	False
10	33.77	25.53	8.24	24.7%	2.16	6.5%	95%	True	False
20	33.77	24.03	9.74	29.2%	2.26	6.8%	96%	True	False
40	38.28	24.03	14.25	42.7%	2.84	8.5%	65%	False	False
60	38.28	20.28	18.00	54.0%	2.71	8.1%	73%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.93
2.618	38.80
1.618	36.88
1.000	35.69
0.618	34.96
HIGH	33.77
0.618	33.04
0.500	32.81
0.382	32.58
LOW	31.85
0.618	30.66
1.000	29.93
1.618	28.74
2.618	26.82
4.250	23.69

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	33.17	32.41
PP	32.99	31.46
S1	32.81	30.52

Download as Excel Spreadsheet

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

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