CBOE Volatility Index

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	27.87	24.80	-3.07	-11.0%	38.57
High	29.44	25.82	-3.62	-12.3%	38.78
Low	24.56	22.41	-2.15	-8.8%	24.56
Close	24.86	25.75	0.89	3.6%	24.86
Range	4.88	3.41	-1.47	-30.1%	14.22
ATR	3.67	3.65	-0.02	-0.5%	0.00
Volume

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	34.89	33.73	27.63
R3	31.48	30.32	26.69
R2	28.07	28.07	26.38
R1	26.91	26.91	26.06	27.49
PP	24.66	24.66	24.66	24.95
S1	23.50	23.50	25.44	24.08
S2	21.25	21.25	25.12
S3	17.84	20.09	24.81
S4	14.43	16.68	23.87

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	72.06	62.68	32.68
R3	57.84	48.46	28.77
R2	43.62	43.62	27.47
R1	34.24	34.24	26.16	31.82
PP	29.40	29.40	29.40	28.19
S1	20.02	20.02	23.56	17.60
S2	15.18	15.18	22.25
S3	0.96	5.80	20.95
S4	-13.26	-8.42	17.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.85	22.41	14.44	56.1%	4.29	16.7%	23%	False	True
10	41.16	22.41	18.75	72.8%	4.22	16.4%	18%	False	True
20	41.16	22.41	18.75	72.8%	3.18	12.4%	18%	False	True
40	41.16	22.41	18.75	72.8%	2.88	11.2%	18%	False	True
60	41.16	20.92	20.24	78.6%	3.06	11.9%	24%	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	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	40.31
2.618	34.75
1.618	31.34
1.000	29.23
0.618	27.93
HIGH	25.82
0.618	24.52
0.500	24.12
0.382	23.71
LOW	22.41
0.618	20.30
1.000	19.00
1.618	16.89
2.618	13.48
4.250	7.92

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	25.21	25.93
PP	24.66	25.87
S1	24.12	25.81

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols