CBOE Volatility Index

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	23.66	22.84	-0.82	-3.5%	24.80
High	24.08	24.09	0.01	0.0%	27.27
Low	22.43	22.34	-0.09	-0.4%	22.41
Close	22.45	22.71	0.26	1.2%	23.10
Range	1.65	1.75	0.10	6.1%	4.86
ATR	3.32	3.21	-0.11	-3.4%	0.00
Volume

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	28.30	27.25	23.67
R3	26.55	25.50	23.19
R2	24.80	24.80	23.03
R1	23.75	23.75	22.87	23.40
PP	23.05	23.05	23.05	22.87
S1	22.00	22.00	22.55	21.65
S2	21.30	21.30	22.39
S3	19.55	20.25	22.23
S4	17.80	18.50	21.75

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.84	35.83	25.77
R3	33.98	30.97	24.44
R2	29.12	29.12	23.99
R1	26.11	26.11	23.55	25.19
PP	24.26	24.26	24.26	23.80
S1	21.25	21.25	22.65	20.33
S2	19.40	19.40	22.21
S3	14.54	16.39	21.76
S4	9.68	11.53	20.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27.27	22.34	4.93	21.7%	2.40	10.6%	8%	False	True
10	36.85	22.34	14.51	63.9%	3.36	14.8%	3%	False	True
20	41.16	22.34	18.82	82.9%	3.36	14.8%	2%	False	True
40	41.16	22.34	18.82	82.9%	2.88	12.7%	2%	False	True
60	41.16	20.92	20.24	89.1%	3.11	13.7%	9%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	31.53
2.618	28.67
1.618	26.92
1.000	25.84
0.618	25.17
HIGH	24.09
0.618	23.42
0.500	23.22
0.382	23.01
LOW	22.34
0.618	21.26
1.000	20.59
1.618	19.51
2.618	17.76
4.250	14.90

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	23.22	23.69
PP	23.05	23.36
S1	22.88	23.04

Download as Excel Spreadsheet

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

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