CBOE Volatility Index

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	28.05	29.26	1.21	4.3%	27.15
High	30.00	29.76	-0.24	-0.8%	29.90
Low	26.01	27.94	1.93	7.4%	24.90
Close	29.48	28.06	-1.42	-4.8%	27.63
Range	3.99	1.82	-2.17	-54.4%	5.00
ATR	3.01	2.93	-0.09	-2.8%	0.00
Volume

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	34.05	32.87	29.06
R3	32.23	31.05	28.56
R2	30.41	30.41	28.39
R1	29.23	29.23	28.23	28.91
PP	28.59	28.59	28.59	28.43
S1	27.41	27.41	27.89	27.09
S2	26.77	26.77	27.73
S3	24.95	25.59	27.56
S4	23.13	23.77	27.06

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	30.00	25.33	4.67	16.6%	2.60	9.3%	58%	False	False
10	30.49	24.90	5.59	19.9%	2.57	9.2%	57%	False	False
20	31.15	24.84	6.31	22.5%	2.61	9.3%	51%	False	False
40	38.28	20.92	17.36	61.9%	2.94	10.5%	41%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	37.50
2.618	34.52
1.618	32.70
1.000	31.58
0.618	30.88
HIGH	29.76
0.618	29.06
0.500	28.85
0.382	28.64
LOW	27.94
0.618	26.82
1.000	26.12
1.618	25.00
2.618	23.18
4.250	20.21

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	28.85	28.04
PP	28.59	28.02
S1	28.32	28.01

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

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