CBOE Volatility Index

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	24.80	25.36	0.56	2.3%	38.57
High	25.82	26.77	0.95	3.7%	38.78
Low	22.41	24.35	1.94	8.7%	24.56
Close	25.75	24.80	-0.95	-3.7%	24.86
Range	3.41	2.42	-0.99	-29.0%	14.22
ATR	3.65	3.56	-0.09	-2.4%	0.00
Volume

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	32.57	31.10	26.13
R3	30.15	28.68	25.47
R2	27.73	27.73	25.24
R1	26.26	26.26	25.02	25.79
PP	25.31	25.31	25.31	25.07
S1	23.84	23.84	24.58	23.37
S2	22.89	22.89	24.36
S3	20.47	21.42	24.13
S4	18.05	19.00	23.47

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	58.2%	4.33	17.4%	17%	False	False
10	41.16	22.41	18.75	75.6%	4.27	17.2%	13%	False	False
20	41.16	22.41	18.75	75.6%	3.22	13.0%	13%	False	False
40	41.16	22.41	18.75	75.6%	2.91	11.7%	13%	False	False
60	41.16	20.92	20.24	81.6%	3.08	12.4%	19%	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	0.71
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	37.06
2.618	33.11
1.618	30.69
1.000	29.19
0.618	28.27
HIGH	26.77
0.618	25.85
0.500	25.56
0.382	25.27
LOW	24.35
0.618	22.85
1.000	21.93
1.618	20.43
2.618	18.01
4.250	14.07

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	25.56	25.93
PP	25.31	25.55
S1	25.05	25.18

Download as Excel Spreadsheet

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

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