CBOE Volatility Index

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	24.59	23.91	-0.68	-2.8%	22.87
High	26.30	26.50	0.20	0.8%	27.09
Low	22.64	21.77	-0.87	-3.8%	20.92
Close	22.96	26.41	3.45	15.0%	22.96
Range	3.66	4.73	1.07	29.2%	6.17
ATR	2.59	2.74	0.15	5.9%	0.00
Volume

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	39.08	37.48	29.01
R3	34.35	32.75	27.71
R2	29.62	29.62	27.28
R1	28.02	28.02	26.84	28.82
PP	24.89	24.89	24.89	25.30
S1	23.29	23.29	25.98	24.09
S2	20.16	20.16	25.54
S3	15.43	18.56	25.11
S4	10.70	13.83	23.81

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.17	38.73	26.35
R3	36.00	32.56	24.66
R2	29.83	29.83	24.09
R1	26.39	26.39	23.53	28.11
PP	23.66	23.66	23.66	24.52
S1	20.22	20.22	22.39	21.94
S2	17.49	17.49	21.83
S3	11.32	14.05	21.26
S4	5.15	7.88	19.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27.09	20.92	6.17	23.4%	3.66	13.9%	89%	False	False
10	27.09	20.92	6.17	23.4%	2.82	10.7%	89%	False	False
20	27.09	20.28	6.81	25.8%	2.44	9.2%	90%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.60
2.618	38.88
1.618	34.15
1.000	31.23
0.618	29.42
HIGH	26.50
0.618	24.69
0.500	24.14
0.382	23.58
LOW	21.77
0.618	18.85
1.000	17.04
1.618	14.12
2.618	9.39
4.250	1.67

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	25.65	25.70
PP	24.89	24.98
S1	24.14	24.27

Download as Excel Spreadsheet

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

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