CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	36.79	27.56	-9.23	-25.1%	29.38
High	36.85	28.14	-8.71	-23.6%	41.16
Low	28.03	26.04	-1.99	-7.1%	29.22
Close	29.57	27.58	-1.99	-6.7%	38.02
Range	8.82	2.10	-6.72	-76.2%	11.94
ATR	3.57	3.57	0.00	-0.1%	0.00
Volume

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	33.55	32.67	28.74
R3	31.45	30.57	28.16
R2	29.35	29.35	27.97
R1	28.47	28.47	27.77	28.91
PP	27.25	27.25	27.25	27.48
S1	26.37	26.37	27.39	26.81
S2	25.15	25.15	27.20
S3	23.05	24.27	27.00
S4	20.95	22.17	26.43

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	71.95	66.93	44.59
R3	60.01	54.99	41.30
R2	48.07	48.07	40.21
R1	43.05	43.05	39.11	45.56
PP	36.13	36.13	36.13	37.39
S1	31.11	31.11	36.93	33.62
S2	24.19	24.19	35.83
S3	12.25	19.17	34.74
S4	0.31	7.23	31.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.09	26.04	15.05	54.6%	4.08	14.8%	10%	False	True
10	41.16	26.04	15.12	54.8%	3.98	14.4%	10%	False	True
20	41.16	24.03	17.13	62.1%	2.95	10.7%	21%	False	False
40	41.16	24.03	17.13	62.1%	2.79	10.1%	21%	False	False
60	41.16	20.92	20.24	73.4%	2.98	10.8%	33%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.41
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	37.07
2.618	33.64
1.618	31.54
1.000	30.24
0.618	29.44
HIGH	28.14
0.618	27.34
0.500	27.09
0.382	26.84
LOW	26.04
0.618	24.74
1.000	23.94
1.618	22.64
2.618	20.54
4.250	17.12

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	27.42	31.45
PP	27.25	30.16
S1	27.09	28.87

Download as Excel Spreadsheet

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

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