CBOE Volatility Index

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	26.81	26.69	-0.12	-0.4%	28.04
High	27.43	27.12	-0.31	-1.1%	31.15
Low	25.98	25.06	-0.92	-3.5%	25.19
Close	26.27	26.37	0.10	0.4%	26.38
Range	1.45	2.06	0.61	42.1%	5.96
ATR	3.13	3.05	-0.08	-2.4%	0.00
Volume

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	32.36	31.43	27.50
R3	30.30	29.37	26.94
R2	28.24	28.24	26.75
R1	27.31	27.31	26.56	26.75
PP	26.18	26.18	26.18	25.90
S1	25.25	25.25	26.18	24.69
S2	24.12	24.12	25.99
S3	22.06	23.19	25.80
S4	20.00	21.13	25.24

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	21.2%	2.55	9.7%	26%	False	False
10	31.15	24.90	6.25	23.7%	2.88	10.9%	24%	False	False
20	38.28	24.84	13.44	51.0%	3.45	13.1%	11%	False	False
40	38.28	20.28	18.00	68.3%	2.93	11.1%	34%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.89
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	35.88
2.618	32.51
1.618	30.45
1.000	29.18
0.618	28.39
HIGH	27.12
0.618	26.33
0.500	26.09
0.382	25.85
LOW	25.06
0.618	23.79
1.000	23.00
1.618	21.73
2.618	19.67
4.250	16.31

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	26.28	26.30
PP	26.18	26.23
S1	26.09	26.17

Download as Excel Spreadsheet

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

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