CBOE Volatility Index

Trading Metrics calculated at close of trading on 24-Sep-2020

Day Change Summary
	Previous	Current
	23-Sep-2020	24-Sep-2020	Change	Change %	Previous Week
Open	27.02	29.54	2.52	9.3%	25.86
High	29.73	30.49	0.76	2.6%	28.92
Low	25.19	27.94	2.75	10.9%	24.84
Close	28.58	28.51	-0.07	-0.2%	25.83
Range	4.54	2.55	-1.99	-43.8%	4.08
ATR	3.30	3.25	-0.05	-1.6%	0.00
Volume

Daily Pivots for day following 24-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.63	35.12	29.91
R3	34.08	32.57	29.21
R2	31.53	31.53	28.98
R1	30.02	30.02	28.74	29.50
PP	28.98	28.98	28.98	28.72
S1	27.47	27.47	28.28	26.95
S2	26.43	26.43	28.04
S3	23.88	24.92	27.81
S4	21.33	22.37	27.11

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%	3.19	11.2%	56%	False	False
10	31.15	24.84	6.31	22.1%	2.61	9.2%	58%	False	False
20	38.28	21.44	16.84	59.1%	3.72	13.0%	42%	False	False
40	38.28	20.28	18.00	63.1%	2.98	10.5%	46%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.33
2.618	37.17
1.618	34.62
1.000	33.04
0.618	32.07
HIGH	30.49
0.618	29.52
0.500	29.22
0.382	28.91
LOW	27.94
0.618	26.36
1.000	25.39
1.618	23.81
2.618	21.26
4.250	17.10

Fisher Pivots for day following 24-Sep-2020
Pivot	1 day	3 day
R1	29.22	28.29
PP	28.98	28.06
S1	28.75	27.84

Download as Excel Spreadsheet

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

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