CBOE Volatility Index

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	24.10	22.58	-1.52	-6.3%	22.52
High	24.60	24.47	-0.13	-0.5%	24.60
Low	22.37	22.06	-0.31	-1.4%	20.99
Close	22.72	22.54	-0.18	-0.8%	22.54
Range	2.23	2.41	0.18	8.1%	3.61
ATR	2.30	2.31	0.01	0.3%	0.00
Volume

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	30.25	28.81	23.87
R3	27.84	26.40	23.20
R2	25.43	25.43	22.98
R1	23.99	23.99	22.76	23.51
PP	23.02	23.02	23.02	22.78
S1	21.58	21.58	22.32	21.10
S2	20.61	20.61	22.10
S3	18.20	19.17	21.88
S4	15.79	16.76	21.21

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	33.54	31.65	24.53
R3	29.93	28.04	23.53
R2	26.32	26.32	23.20
R1	24.43	24.43	22.87	25.38
PP	22.71	22.71	22.71	23.18
S1	20.82	20.82	22.21	21.77
S2	19.10	19.10	21.88
S3	15.49	17.21	21.55
S4	11.88	13.60	20.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.60	20.99	3.61	16.0%	1.90	8.4%	43%	False	False
10	24.93	20.28	4.65	20.6%	2.08	9.2%	49%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	34.71
2.618	30.78
1.618	28.37
1.000	26.88
0.618	25.96
HIGH	24.47
0.618	23.55
0.500	23.27
0.382	22.98
LOW	22.06
0.618	20.57
1.000	19.65
1.618	18.16
2.618	15.75
4.250	11.82

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	23.27	22.80
PP	23.02	22.71
S1	22.78	22.63

Download as Excel Spreadsheet

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

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