CBOE Volatility Index

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	28.17	27.15	-1.02	-3.6%	28.04
High	30.43	27.19	-3.24	-10.6%	31.15
Low	26.02	24.90	-1.12	-4.3%	25.19
Close	26.38	26.19	-0.19	-0.7%	26.38
Range	4.41	2.29	-2.12	-48.1%	5.96
ATR	3.33	3.26	-0.07	-2.2%	0.00
Volume

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	32.96	31.87	27.45
R3	30.67	29.58	26.82
R2	28.38	28.38	26.61
R1	27.29	27.29	26.40	26.69
PP	26.09	26.09	26.09	25.80
S1	25.00	25.00	25.98	24.40
S2	23.80	23.80	25.77
S3	21.51	22.71	25.56
S4	19.22	20.42	24.93

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.45	41.88	29.66
R3	39.49	35.92	28.02
R2	33.53	33.53	27.47
R1	29.96	29.96	26.93	28.77
PP	27.57	27.57	27.57	26.98
S1	24.00	24.00	25.83	22.81
S2	21.61	21.61	25.29
S3	15.65	18.04	24.74
S4	9.69	12.08	23.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	30.49	24.90	5.59	21.3%	3.22	12.3%	23%	False	True
10	31.15	24.84	6.31	24.1%	2.82	10.8%	21%	False	False
20	38.28	21.77	16.51	63.0%	3.59	13.7%	27%	False	False
40	38.28	20.28	18.00	68.7%	2.99	11.4%	33%	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 8 trading days

Fibonacci Retracements and Extensions
4.250	36.92
2.618	33.19
1.618	30.90
1.000	29.48
0.618	28.61
HIGH	27.19
0.618	26.32
0.500	26.05
0.382	25.77
LOW	24.90
0.618	23.48
1.000	22.61
1.618	21.19
2.618	18.90
4.250	15.17

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	26.14	27.70
PP	26.09	27.19
S1	26.05	26.69

Download as Excel Spreadsheet

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

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