CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	26.20	25.65	-0.55	-2.1%	29.52
High	26.22	25.65	-0.57	-2.2%	30.00
Low	24.03	24.14	0.11	0.5%	24.03
Close	25.00	25.07	0.07	0.3%	25.00
Range	2.19	1.51	-0.68	-31.1%	5.97
ATR	2.90	2.80	-0.10	-3.4%	0.00
Volume

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	29.48	28.79	25.90
R3	27.97	27.28	25.49
R2	26.46	26.46	25.35
R1	25.77	25.77	25.21	25.36
PP	24.95	24.95	24.95	24.75
S1	24.26	24.26	24.93	23.85
S2	23.44	23.44	24.79
S3	21.93	22.75	24.65
S4	20.42	21.24	24.24

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	23.8%	2.52	10.1%	17%	False	False
10	30.00	24.03	5.97	23.8%	2.33	9.3%	17%	False	False
20	31.15	24.03	7.12	28.4%	2.57	10.3%	15%	False	False
40	38.28	20.92	17.36	69.2%	3.00	12.0%	24%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.55
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	32.07
2.618	29.60
1.618	28.09
1.000	27.16
0.618	26.58
HIGH	25.65
0.618	25.07
0.500	24.90
0.382	24.72
LOW	24.14
0.618	23.21
1.000	22.63
1.618	21.70
2.618	20.19
4.250	17.72

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	25.01	26.01
PP	24.95	25.70
S1	24.90	25.38

Download as Excel Spreadsheet

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

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