CBOE Volatility Index

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	34.62	30.61	-4.01	-11.6%	23.91
High	38.28	35.93	-2.35	-6.1%	38.28
Low	29.50	30.52	1.02	3.5%	21.77
Close	30.75	31.46	0.71	2.3%	30.75
Range	8.78	5.41	-3.37	-38.4%	16.51
ATR	3.53	3.67	0.13	3.8%	0.00
Volume

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.87	45.57	34.44
R3	43.46	40.16	32.95
R2	38.05	38.05	32.45
R1	34.75	34.75	31.96	36.40
PP	32.64	32.64	32.64	33.46
S1	29.34	29.34	30.96	30.99
S2	27.23	27.23	30.47
S3	21.82	23.93	29.97
S4	16.41	18.52	28.48

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	79.80	71.78	39.83
R3	63.29	55.27	35.29
R2	46.78	46.78	33.78
R1	38.76	38.76	32.26	42.77
PP	30.27	30.27	30.27	32.27
S1	22.25	22.25	29.24	26.26
S2	13.76	13.76	27.72
S3	-2.75	5.74	26.21
S4	-19.26	-10.77	21.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.28	25.02	13.26	42.1%	5.52	17.5%	49%	False	False
10	38.28	20.92	17.36	55.2%	4.59	14.6%	61%	False	False
20	38.28	20.28	18.00	57.2%	3.33	10.6%	62%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	58.92
2.618	50.09
1.618	44.68
1.000	41.34
0.618	39.27
HIGH	35.93
0.618	33.86
0.500	33.23
0.382	32.59
LOW	30.52
0.618	27.18
1.000	25.11
1.618	21.77
2.618	16.36
4.250	7.53

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	33.23	31.97
PP	32.64	31.80
S1	32.05	31.63

Download as Excel Spreadsheet

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

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