CBOE Volatility Index

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	22.58	22.87	0.29	1.3%	22.52
High	24.47	23.18	-1.29	-5.3%	24.60
Low	22.06	21.25	-0.81	-3.7%	20.99
Close	22.54	22.37	-0.17	-0.8%	22.54
Range	2.41	1.93	-0.48	-19.9%	3.61
ATR	2.31	2.28	-0.03	-1.2%	0.00
Volume

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	28.06	27.14	23.43
R3	26.13	25.21	22.90
R2	24.20	24.20	22.72
R1	23.28	23.28	22.55	22.78
PP	22.27	22.27	22.27	22.01
S1	21.35	21.35	22.19	20.85
S2	20.34	20.34	22.02
S3	18.41	19.42	21.84
S4	16.48	17.49	21.31

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	16.1%	1.99	8.9%	38%	False	False
10	24.93	20.28	4.65	20.8%	2.06	9.2%	45%	False	False

Crabel Price Patterns
NR	True
NR4	True
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	0.56
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	31.38
2.618	28.23
1.618	26.30
1.000	25.11
0.618	24.37
HIGH	23.18
0.618	22.44
0.500	22.22
0.382	21.99
LOW	21.25
0.618	20.06
1.000	19.32
1.618	18.13
2.618	16.20
4.250	13.05

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	22.32	22.93
PP	22.27	22.74
S1	22.22	22.56

Download as Excel Spreadsheet

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

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