CBOE Volatility Index

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	25.86	25.92	0.06	0.2%	30.61
High	26.79	26.00	-0.79	-2.9%	35.93
Low	25.38	24.92	-0.46	-1.8%	26.51
Close	25.85	25.59	-0.26	-1.0%	26.87
Range	1.41	1.08	-0.33	-23.4%	9.42
ATR	3.44	3.27	-0.17	-4.9%	0.00
Volume

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	28.74	28.25	26.18
R3	27.66	27.17	25.89
R2	26.58	26.58	25.79
R1	26.09	26.09	25.69	25.80
PP	25.50	25.50	25.50	25.36
S1	25.01	25.01	25.49	24.72
S2	24.42	24.42	25.39
S3	23.34	23.93	25.29
S4	22.26	22.85	25.00

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	31.78	24.92	6.86	26.8%	2.47	9.6%	10%	False	True
10	38.28	24.92	13.36	52.2%	3.99	15.6%	5%	False	True
20	38.28	20.92	17.36	67.8%	3.41	13.3%	27%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.84
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	30.59
2.618	28.83
1.618	27.75
1.000	27.08
0.618	26.67
HIGH	26.00
0.618	25.59
0.500	25.46
0.382	25.33
LOW	24.92
0.618	24.25
1.000	23.84
1.618	23.17
2.618	22.09
4.250	20.33

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	25.55	27.33
PP	25.50	26.75
S1	25.46	26.17

Download as Excel Spreadsheet

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

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