CBOE Volatility Index

Trading Metrics calculated at close of trading on 29-Oct-2020

Day Change Summary
	Previous	Current
	28-Oct-2020	29-Oct-2020	Change	Change %	Previous Week
Open	34.69	38.80	4.11	11.8%	27.36
High	40.77	41.16	0.39	1.0%	30.55
Low	34.68	35.63	0.95	2.7%	27.04
Close	40.28	37.59	-2.69	-6.7%	27.55
Range	6.09	5.53	-0.56	-9.2%	3.51
ATR	2.94	3.13	0.18	6.3%	0.00
Volume

Daily Pivots for day following 29-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.72	51.68	40.63
R3	49.19	46.15	39.11
R2	43.66	43.66	38.60
R1	40.62	40.62	38.10	39.38
PP	38.13	38.13	38.13	37.50
S1	35.09	35.09	37.08	33.85
S2	32.60	32.60	36.58
S3	27.07	29.56	36.07
S4	21.54	24.03	34.55

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	41.16	27.26	13.90	37.0%	3.88	10.3%	74%	True	False
10	41.16	26.19	14.97	39.8%	2.93	7.8%	76%	True	False
20	41.16	24.03	17.13	45.6%	2.65	7.0%	79%	True	False
40	41.16	24.03	17.13	45.6%	3.05	8.1%	79%	True	False
60	41.16	20.28	20.88	55.5%	2.86	7.6%	83%	True	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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.66
2.618	55.64
1.618	50.11
1.000	46.69
0.618	44.58
HIGH	41.16
0.618	39.05
0.500	38.40
0.382	37.74
LOW	35.63
0.618	32.21
1.000	30.10
1.618	26.68
2.618	21.15
4.250	12.13

Fisher Pivots for day following 29-Oct-2020
Pivot	1 day	3 day
R1	38.40	37.23
PP	38.13	36.87
S1	37.86	36.51

Download as Excel Spreadsheet

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

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