CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 25.67 25.72 0.05 0.2% 29.52
High 26.93 27.23 0.30 1.1% 30.00
Low 25.16 25.53 0.37 1.5% 24.03
Close 26.07 26.40 0.33 1.3% 25.00
Range 1.77 1.70 -0.07 -4.0% 5.97
ATR 2.73 2.66 -0.07 -2.7% 0.00
Volume
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 31.49 30.64 27.34
R3 29.79 28.94 26.87
R2 28.09 28.09 26.71
R1 27.24 27.24 26.56 27.67
PP 26.39 26.39 26.39 26.60
S1 25.54 25.54 26.24 25.97
S2 24.69 24.69 26.09
S3 22.99 23.84 25.93
S4 21.29 22.14 25.47
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 27.99 24.03 3.96 15.0% 2.06 7.8% 60% False False
10 30.00 24.03 5.97 22.6% 2.33 8.8% 40% False False
20 31.15 24.03 7.12 27.0% 2.61 9.9% 33% False False
40 38.28 20.92 17.36 65.8% 3.02 11.4% 32% 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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 34.46
2.618 31.68
1.618 29.98
1.000 28.93
0.618 28.28
HIGH 27.23
0.618 26.58
0.500 26.38
0.382 26.18
LOW 25.53
0.618 24.48
1.000 23.83
1.618 22.78
2.618 21.08
4.250 18.31
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 26.39 26.16
PP 26.39 25.92
S1 26.38 25.69

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

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