CBOE Volatility Index

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	28.61	27.02	-1.59	-5.6%	25.86
High	28.78	29.73	0.95	3.3%	28.92
Low	26.48	25.19	-1.29	-4.9%	24.84
Close	26.86	28.58	1.72	6.4%	25.83
Range	2.30	4.54	2.24	97.4%	4.08
ATR	3.21	3.30	0.10	3.0%	0.00
Volume

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.45	39.56	31.08
R3	36.91	35.02	29.83
R2	32.37	32.37	29.41
R1	30.48	30.48	29.00	31.43
PP	27.83	27.83	27.83	28.31
S1	25.94	25.94	28.16	26.89
S2	23.29	23.29	27.75
S3	18.75	21.40	27.33
S4	14.21	16.86	26.08

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.77	36.38	28.07
R3	34.69	32.30	26.95
R2	30.61	30.61	26.58
R1	28.22	28.22	26.20	27.38
PP	26.53	26.53	26.53	26.11
S1	24.14	24.14	25.46	23.30
S2	22.45	22.45	25.08
S3	18.37	20.06	24.71
S4	14.29	15.98	23.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	31.15	25.19	5.96	20.9%	3.22	11.3%	57%	False	True
10	31.15	24.84	6.31	22.1%	2.65	9.3%	59%	False	False
20	38.28	20.92	17.36	60.7%	3.71	13.0%	44%	False	False
40	38.28	20.28	18.00	63.0%	2.96	10.4%	46%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	49.03
2.618	41.62
1.618	37.08
1.000	34.27
0.618	32.54
HIGH	29.73
0.618	28.00
0.500	27.46
0.382	26.92
LOW	25.19
0.618	22.38
1.000	20.65
1.618	17.84
2.618	13.30
4.250	5.90

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	28.21	28.44
PP	27.83	28.31
S1	27.46	28.17

Download as Excel Spreadsheet

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

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