CBOE Volatility Index

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	30.10	28.47	-1.63	-5.4%	27.36
High	30.12	28.67	-1.45	-4.8%	30.55
Low	27.68	27.26	-0.42	-1.5%	27.04
Close	28.11	27.55	-0.56	-2.0%	27.55
Range	2.44	1.41	-1.03	-42.2%	3.51
ATR	2.46	2.38	-0.07	-3.0%	0.00
Volume

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	32.06	31.21	28.33
R3	30.65	29.80	27.94
R2	29.24	29.24	27.81
R1	28.39	28.39	27.68	28.11
PP	27.83	27.83	27.83	27.69
S1	26.98	26.98	27.42	26.70
S2	26.42	26.42	27.29
S3	25.01	25.57	27.16
S4	23.60	24.16	26.77

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.91	36.74	29.48
R3	35.40	33.23	28.52
R2	31.89	31.89	28.19
R1	29.72	29.72	27.87	30.81
PP	28.38	28.38	28.38	28.92
S1	26.21	26.21	27.23	27.30
S2	24.87	24.87	26.91
S3	21.36	22.70	26.58
S4	17.85	19.19	25.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	30.55	27.04	3.51	12.7%	2.00	7.3%	15%	False	False
10	30.55	24.14	6.41	23.3%	1.85	6.7%	53%	False	False
20	30.55	24.03	6.52	23.7%	2.13	7.7%	54%	False	False
40	38.28	21.77	16.51	59.9%	2.89	10.5%	35%	False	False
60	38.28	20.28	18.00	65.3%	2.71	9.8%	40%	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	True
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	34.66
2.618	32.36
1.618	30.95
1.000	30.08
0.618	29.54
HIGH	28.67
0.618	28.13
0.500	27.97
0.382	27.80
LOW	27.26
0.618	26.39
1.000	25.85
1.618	24.98
2.618	23.57
4.250	21.27

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	27.97	28.91
PP	27.83	28.45
S1	27.69	28.00

Download as Excel Spreadsheet

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

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