CBOE Volatility Index

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	28.67	28.63	-0.04	-0.1%	30.61
High	30.56	29.73	-0.83	-2.7%	35.93
Low	27.59	26.51	-1.08	-3.9%	26.51
Close	29.71	26.87	-2.84	-9.6%	26.87
Range	2.97	3.22	0.25	8.4%	9.42
ATR	3.62	3.59	-0.03	-0.8%	0.00
Volume

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	37.36	35.34	28.64
R3	34.14	32.12	27.76
R2	30.92	30.92	27.46
R1	28.90	28.90	27.17	28.30
PP	27.70	27.70	27.70	27.41
S1	25.68	25.68	26.57	25.08
S2	24.48	24.48	26.28
S3	21.26	22.46	25.98
S4	18.04	19.24	25.10

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	58.03	51.87	32.05
R3	48.61	42.45	29.46
R2	39.19	39.19	28.60
R1	33.03	33.03	27.73	31.40
PP	29.77	29.77	29.77	28.96
S1	23.61	23.61	26.01	21.98
S2	20.35	20.35	25.14
S3	10.93	14.19	24.28
S4	1.51	4.77	21.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.28	26.51	11.77	43.8%	4.81	17.9%	3%	False	True
10	38.28	21.77	16.51	61.4%	4.58	17.1%	31%	False	False
20	38.28	20.92	17.36	64.6%	3.44	12.8%	34%	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	1.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	43.42
2.618	38.16
1.618	34.94
1.000	32.95
0.618	31.72
HIGH	29.73
0.618	28.50
0.500	28.12
0.382	27.74
LOW	26.51
0.618	24.52
1.000	23.29
1.618	21.30
2.618	18.08
4.250	12.83

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	28.12	29.15
PP	27.70	28.39
S1	27.29	27.63

Download as Excel Spreadsheet

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

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