CBOE Volatility Index

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	32.04	34.69	2.65	8.3%	27.36
High	33.77	40.77	7.00	20.7%	30.55
Low	31.85	34.68	2.83	8.9%	27.04
Close	33.35	40.28	6.93	20.8%	27.55
Range	1.92	6.09	4.17	217.2%	3.51
ATR	2.60	2.94	0.34	13.3%	0.00
Volume

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.85	54.65	43.63
R3	50.76	48.56	41.95
R2	44.67	44.67	41.40
R1	42.47	42.47	40.84	43.57
PP	38.58	38.58	38.58	39.13
S1	36.38	36.38	39.72	37.48
S2	32.49	32.49	39.16
S3	26.40	30.29	38.61
S4	20.31	24.20	36.93

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	40.77	27.26	13.51	33.5%	3.26	8.1%	96%	True	False
10	40.77	26.19	14.58	36.2%	2.60	6.4%	97%	True	False
20	40.77	24.03	16.74	41.6%	2.46	6.1%	97%	True	False
40	40.77	24.03	16.74	41.6%	2.95	7.3%	97%	True	False
60	40.77	20.28	20.49	50.9%	2.78	6.9%	98%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	66.65
2.618	56.71
1.618	50.62
1.000	46.86
0.618	44.53
HIGH	40.77
0.618	38.44
0.500	37.73
0.382	37.01
LOW	34.68
0.618	30.92
1.000	28.59
1.618	24.83
2.618	18.74
4.250	8.80

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	39.43	38.52
PP	38.58	36.76
S1	37.73	35.00

Download as Excel Spreadsheet

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

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