CBOE Volatility Index

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	25.92	25.31	-0.61	-2.4%	30.61
High	26.00	26.59	0.59	2.3%	35.93
Low	24.92	24.84	-0.08	-0.3%	26.51
Close	25.59	26.04	0.45	1.8%	26.87
Range	1.08	1.75	0.67	62.0%	9.42
ATR	3.27	3.16	-0.11	-3.3%	0.00
Volume

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	31.07	30.31	27.00
R3	29.32	28.56	26.52
R2	27.57	27.57	26.36
R1	26.81	26.81	26.20	27.19
PP	25.82	25.82	25.82	26.02
S1	25.06	25.06	25.88	25.44
S2	24.07	24.07	25.72
S3	22.32	23.31	25.56
S4	20.57	21.56	25.08

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	30.56	24.84	5.72	22.0%	2.09	8.0%	21%	False	True
10	38.28	24.84	13.44	51.6%	4.01	15.4%	9%	False	True
20	38.28	20.92	17.36	66.7%	3.43	13.2%	29%	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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	34.03
2.618	31.17
1.618	29.42
1.000	28.34
0.618	27.67
HIGH	26.59
0.618	25.92
0.500	25.72
0.382	25.51
LOW	24.84
0.618	23.76
1.000	23.09
1.618	22.01
2.618	20.26
4.250	17.40

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	25.93	25.97
PP	25.82	25.89
S1	25.72	25.82

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols