CBOE Volatility Index

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	31.68	28.67	-3.01	-9.5%	23.91
High	31.78	30.56	-1.22	-3.8%	38.28
Low	28.12	27.59	-0.53	-1.9%	21.77
Close	28.81	29.71	0.90	3.1%	30.75
Range	3.66	2.97	-0.69	-18.9%	16.51
ATR	3.66	3.62	-0.05	-1.4%	0.00
Volume

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.20	36.92	31.34
R3	35.23	33.95	30.53
R2	32.26	32.26	30.25
R1	30.98	30.98	29.98	31.62
PP	29.29	29.29	29.29	29.61
S1	28.01	28.01	29.44	28.65
S2	26.32	26.32	29.17
S3	23.35	25.04	28.89
S4	20.38	22.07	28.08

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	25.66	12.62	42.5%	6.22	20.9%	32%	False	False
10	38.28	21.44	16.84	56.7%	4.83	16.2%	49%	False	False
20	38.28	20.92	17.36	58.4%	3.36	11.3%	51%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	43.18
2.618	38.34
1.618	35.37
1.000	33.53
0.618	32.40
HIGH	30.56
0.618	29.43
0.500	29.08
0.382	28.72
LOW	27.59
0.618	25.75
1.000	24.62
1.618	22.78
2.618	19.81
4.250	14.97

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	29.50	31.76
PP	29.29	31.08
S1	29.08	30.39

Download as Excel Spreadsheet

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

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