CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 25.78 28.87 3.09 12.0% 27.15
High 27.11 29.90 2.79 10.3% 29.90
Low 25.33 26.93 1.60 6.3% 24.90
Close 26.70 27.63 0.93 3.5% 27.63
Range 1.78 2.97 1.19 66.9% 5.00
ATR 2.96 2.98 0.02 0.6% 0.00
Volume
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 37.06 35.32 29.26
R3 34.09 32.35 28.45
R2 31.12 31.12 28.17
R1 29.38 29.38 27.90 28.77
PP 28.15 28.15 28.15 27.85
S1 26.41 26.41 27.36 25.80
S2 25.18 25.18 27.09
S3 22.21 23.44 26.81
S4 19.24 20.47 26.00
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 42.48 40.05 30.38
R3 37.48 35.05 29.01
R2 32.48 32.48 28.55
R1 30.05 30.05 28.09 31.27
PP 27.48 27.48 27.48 28.08
S1 25.05 25.05 27.17 26.27
S2 22.48 22.48 26.71
S3 17.48 20.05 26.26
S4 12.48 15.05 24.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.90 24.90 5.00 18.1% 2.11 7.6% 55% True False
10 31.15 24.90 6.25 22.6% 2.81 10.2% 44% False False
20 38.28 24.84 13.44 48.6% 3.09 11.2% 21% False False
40 38.28 20.28 18.00 65.1% 2.96 10.7% 41% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 42.52
2.618 37.68
1.618 34.71
1.000 32.87
0.618 31.74
HIGH 29.90
0.618 28.77
0.500 28.42
0.382 28.06
LOW 26.93
0.618 25.09
1.000 23.96
1.618 22.12
2.618 19.15
4.250 14.31
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 28.42 27.58
PP 28.15 27.53
S1 27.89 27.48

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

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