CBOE Volatility Index

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	27.65	26.20	-1.45	-5.2%	29.52
High	27.99	26.22	-1.77	-6.3%	30.00
Low	24.88	24.03	-0.85	-3.4%	24.03
Close	26.36	25.00	-1.36	-5.2%	25.00
Range	3.11	2.19	-0.92	-29.6%	5.97
ATR	2.95	2.90	-0.04	-1.5%	0.00
Volume

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	31.65	30.52	26.20
R3	29.46	28.33	25.60
R2	27.27	27.27	25.40
R1	26.14	26.14	25.20	25.61
PP	25.08	25.08	25.08	24.82
S1	23.95	23.95	24.80	23.42
S2	22.89	22.89	24.60
S3	20.70	21.76	24.40
S4	18.51	19.57	23.80

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.25	40.60	28.28
R3	38.28	34.63	26.64
R2	32.31	32.31	26.09
R1	28.66	28.66	25.55	27.50
PP	26.34	26.34	26.34	25.77
S1	22.69	22.69	24.45	21.53
S2	20.37	20.37	23.91
S3	14.40	16.72	23.36
S4	8.43	10.75	21.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	30.00	24.03	5.97	23.9%	2.71	10.8%	16%	False	True
10	30.00	24.03	5.97	23.9%	2.41	9.6%	16%	False	True
20	31.15	24.03	7.12	28.5%	2.57	10.3%	14%	False	True
40	38.28	20.92	17.36	69.4%	3.01	12.0%	24%	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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	35.53
2.618	31.95
1.618	29.76
1.000	28.41
0.618	27.57
HIGH	26.22
0.618	25.38
0.500	25.13
0.382	24.87
LOW	24.03
0.618	22.68
1.000	21.84
1.618	20.49
2.618	18.30
4.250	14.72

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	25.13	26.90
PP	25.08	26.26
S1	25.04	25.63

Download as Excel Spreadsheet

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

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