CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	25.01	24.39	-0.62	-2.5%	38.57
High	25.12	27.27	2.15	8.6%	38.78
Low	22.57	23.53	0.96	4.3%	24.56
Close	23.45	25.35	1.90	8.1%	24.86
Range	2.55	3.74	1.19	46.7%	14.22
ATR	3.49	3.51	0.02	0.7%	0.00
Volume

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.60	34.72	27.41
R3	32.86	30.98	26.38
R2	29.12	29.12	26.04
R1	27.24	27.24	25.69	28.18
PP	25.38	25.38	25.38	25.86
S1	23.50	23.50	25.01	24.44
S2	21.64	21.64	24.66
S3	17.90	19.76	24.32
S4	14.16	16.02	23.29

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	29.44	22.41	7.03	27.7%	3.40	13.4%	42%	False	False
10	41.09	22.41	18.68	73.7%	3.74	14.8%	16%	False	False
20	41.16	22.41	18.75	74.0%	3.33	13.1%	16%	False	False
40	41.16	22.41	18.75	74.0%	2.96	11.7%	16%	False	False
60	41.16	20.92	20.24	79.8%	3.13	12.3%	22%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.57
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	43.17
2.618	37.06
1.618	33.32
1.000	31.01
0.618	29.58
HIGH	27.27
0.618	25.84
0.500	25.40
0.382	24.96
LOW	23.53
0.618	21.22
1.000	19.79
1.618	17.48
2.618	13.74
4.250	7.64

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	25.40	25.21
PP	25.38	25.06
S1	25.37	24.92

Download as Excel Spreadsheet

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

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