CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 28.81 29.12 0.31 1.1% 25.65
High 29.60 30.55 0.95 3.2% 29.06
Low 28.29 28.37 0.08 0.3% 24.14
Close 29.35 28.65 -0.70 -2.4% 27.41
Range 1.31 2.18 0.87 66.4% 4.92
ATR 2.48 2.46 -0.02 -0.9% 0.00
Volume
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 35.73 34.37 29.85
R3 33.55 32.19 29.25
R2 31.37 31.37 29.05
R1 30.01 30.01 28.85 29.60
PP 29.19 29.19 29.19 28.99
S1 27.83 27.83 28.45 27.42
S2 27.01 27.01 28.25
S3 24.83 25.65 28.05
S4 22.65 23.47 27.45
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 30.55 26.19 4.36 15.2% 1.93 6.7% 56% True False
10 30.55 24.03 6.52 22.8% 1.99 7.0% 71% True False
20 30.55 24.03 6.52 22.8% 2.28 8.0% 71% True False
40 38.28 20.92 17.36 60.6% 3.00 10.5% 45% False False
60 38.28 20.28 18.00 62.8% 2.74 9.6% 47% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 39.82
2.618 36.26
1.618 34.08
1.000 32.73
0.618 31.90
HIGH 30.55
0.618 29.72
0.500 29.46
0.382 29.20
LOW 28.37
0.618 27.02
1.000 26.19
1.618 24.84
2.618 22.66
4.250 19.11
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 29.46 28.80
PP 29.19 28.75
S1 28.92 28.70

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

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