CBOE Volatility Index

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	22.88	21.85	-1.03	-4.5%	25.75
High	23.52	24.93	1.41	6.0%	26.01
Low	21.46	20.28	-1.18	-5.5%	20.97
Close	22.13	24.03	1.90	8.6%	22.21
Range	2.06	4.65	2.59	125.7%	5.04
ATR
Volume

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	37.03	35.18	26.59
R3	32.38	30.53	25.31
R2	27.73	27.73	24.88
R1	25.88	25.88	24.46	26.81
PP	23.08	23.08	23.08	23.54
S1	21.23	21.23	23.60	22.16
S2	18.43	18.43	23.18
S3	13.78	16.58	22.75
S4	9.13	11.93	21.47

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.18	35.24	24.98
R3	33.14	30.20	23.60
R2	28.10	28.10	23.13
R1	25.16	25.16	22.67	24.11
PP	23.06	23.06	23.06	22.54
S1	20.12	20.12	21.75	19.07
S2	18.02	18.02	21.29
S3	12.98	15.08	20.82
S4	7.94	10.04	19.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.93	20.28	4.65	19.4%	2.52	10.5%	81%	True	True
10	28.29	20.28	8.01	33.3%	2.65	11.0%	47%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	44.69
2.618	37.10
1.618	32.45
1.000	29.58
0.618	27.80
HIGH	24.93
0.618	23.15
0.500	22.61
0.382	22.06
LOW	20.28
0.618	17.41
1.000	15.63
1.618	12.76
2.618	8.11
4.250	0.52

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	23.56	23.56
PP	23.08	23.08
S1	22.61	22.61

Download as Excel Spreadsheet

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

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