CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 21.65 21.52 -0.13 -0.6% 23.66
High 22.50 21.60 -0.90 -4.0% 23.96
Low 21.13 19.51 -1.62 -7.7% 19.51
Close 21.25 20.84 -0.41 -1.9% 20.84
Range 1.37 2.09 0.72 52.6% 4.45
ATR 2.68 2.63 -0.04 -1.6% 0.00
Volume
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 26.92 25.97 21.99
R3 24.83 23.88 21.41
R2 22.74 22.74 21.22
R1 21.79 21.79 21.03 21.22
PP 20.65 20.65 20.65 20.37
S1 19.70 19.70 20.65 19.13
S2 18.56 18.56 20.46
S3 16.47 17.61 20.27
S4 14.38 15.52 19.69
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 34.79 32.26 23.29
R3 30.34 27.81 22.06
R2 25.89 25.89 21.66
R1 23.36 23.36 21.25 22.40
PP 21.44 21.44 21.44 20.96
S1 18.91 18.91 20.43 17.95
S2 16.99 16.99 20.02
S3 12.54 14.46 19.62
S4 8.09 10.01 18.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.96 19.51 4.45 21.4% 1.65 7.9% 30% False True
10 25.03 19.51 5.52 26.5% 1.82 8.7% 24% False True
20 41.09 19.51 21.58 103.6% 2.78 13.3% 6% False True
40 41.16 19.51 21.65 103.9% 2.71 13.0% 6% False True
60 41.16 19.51 21.65 103.9% 2.96 14.2% 6% False True
80 41.16 19.51 21.65 103.9% 2.84 13.6% 6% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 30.48
2.618 27.07
1.618 24.98
1.000 23.69
0.618 22.89
HIGH 21.60
0.618 20.80
0.500 20.56
0.382 20.31
LOW 19.51
0.618 18.22
1.000 17.42
1.618 16.13
2.618 14.04
4.250 10.63
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 20.75 21.01
PP 20.65 20.95
S1 20.56 20.90

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

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