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

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

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