CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 25.31 28.22 2.91 11.5% 30.61
High 26.59 28.92 2.33 8.8% 35.93
Low 24.84 26.26 1.42 5.7% 26.51
Close 26.04 26.46 0.42 1.6% 26.87
Range 1.75 2.66 0.91 52.0% 9.42
ATR 3.16 3.14 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 35.19 33.49 27.92
R3 32.53 30.83 27.19
R2 29.87 29.87 26.95
R1 28.17 28.17 26.70 27.69
PP 27.21 27.21 27.21 26.98
S1 25.51 25.51 26.22 25.03
S2 24.55 24.55 25.97
S3 21.89 22.85 25.73
S4 19.23 20.19 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 29.73 24.84 4.89 18.5% 2.02 7.6% 33% False False
10 38.28 24.84 13.44 50.8% 4.12 15.6% 12% False False
20 38.28 20.92 17.36 65.6% 3.46 13.1% 32% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 40.23
2.618 35.88
1.618 33.22
1.000 31.58
0.618 30.56
HIGH 28.92
0.618 27.90
0.500 27.59
0.382 27.28
LOW 26.26
0.618 24.62
1.000 23.60
1.618 21.96
2.618 19.30
4.250 14.96
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 27.59 26.88
PP 27.21 26.74
S1 26.84 26.60

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

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