CBOE Volatility Index

Trading Metrics calculated at close of trading on 20-Oct-2020

Day Change Summary
	Previous	Current
	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	27.36	28.81	1.45	5.3%	25.65
High	29.69	29.60	-0.09	-0.3%	29.06
Low	27.04	28.29	1.25	4.6%	24.14
Close	29.18	29.35	0.17	0.6%	27.41
Range	2.65	1.31	-1.34	-50.6%	4.92
ATR	2.57	2.48	-0.09	-3.5%	0.00
Volume

Daily Pivots for day following 20-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	33.01	32.49	30.07
R3	31.70	31.18	29.71
R2	30.39	30.39	29.59
R1	29.87	29.87	29.47	30.13
PP	29.08	29.08	29.08	29.21
S1	28.56	28.56	29.23	28.82
S2	27.77	27.77	29.11
S3	26.46	27.25	28.99
S4	25.15	25.94	28.63

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.63	39.44	30.12
R3	36.71	34.52	28.76
R2	31.79	31.79	28.31
R1	29.60	29.60	27.86	30.70
PP	26.87	26.87	26.87	27.42
S1	24.68	24.68	26.96	25.78
S2	21.95	21.95	26.51
S3	17.03	19.76	26.06
S4	12.11	14.84	24.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	29.69	25.53	4.16	14.2%	1.83	6.2%	92%	False	False
10	29.76	24.03	5.73	19.5%	1.96	6.7%	93%	False	False
20	30.49	24.03	6.46	22.0%	2.40	8.2%	82%	False	False
40	38.28	20.92	17.36	59.1%	2.99	10.2%	49%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	35.17
2.618	33.03
1.618	31.72
1.000	30.91
0.618	30.41
HIGH	29.60
0.618	29.10
0.500	28.95
0.382	28.79
LOW	28.29
0.618	27.48
1.000	26.98
1.618	26.17
2.618	24.86
4.250	22.72

Fisher Pivots for day following 20-Oct-2020
Pivot	1 day	3 day
R1	29.22	28.88
PP	29.08	28.41
S1	28.95	27.94

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

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