CBOE Volatility Index

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	22.16	22.14	-0.02	-0.1%	22.52
High	23.43	23.27	-0.16	-0.7%	24.60
Low	21.53	20.92	-0.61	-2.8%	20.99
Close	22.03	23.27	1.24	5.6%	22.54
Range	1.90	2.35	0.45	23.7%	3.61
ATR	2.26	2.26	0.01	0.3%	0.00
Volume

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	29.54	28.75	24.56
R3	27.19	26.40	23.92
R2	24.84	24.84	23.70
R1	24.05	24.05	23.49	24.45
PP	22.49	22.49	22.49	22.68
S1	21.70	21.70	23.05	22.10
S2	20.14	20.14	22.84
S3	17.79	19.35	22.62
S4	15.44	17.00	21.98

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	20.92	3.68	15.8%	2.16	9.3%	64%	False	True
10	24.60	20.92	3.68	15.8%	1.89	8.1%	64%	False	True
20	28.29	20.28	8.01	34.4%	2.25	9.7%	37%	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	0.57
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	33.26
2.618	29.42
1.618	27.07
1.000	25.62
0.618	24.72
HIGH	23.27
0.618	22.37
0.500	22.10
0.382	21.82
LOW	20.92
0.618	19.47
1.000	18.57
1.618	17.12
2.618	14.77
4.250	10.93

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	22.88	22.91
PP	22.49	22.54
S1	22.10	22.18

Download as Excel Spreadsheet

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

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