CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 21.52 22.64 1.12 5.2% 23.66
High 21.60 22.89 1.29 6.0% 23.96
Low 19.51 20.48 0.97 5.0% 19.51
Close 20.84 20.57 -0.27 -1.3% 20.84
Range 2.09 2.41 0.32 15.3% 4.45
ATR 2.63 2.62 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 28.54 26.97 21.90
R3 26.13 24.56 21.23
R2 23.72 23.72 21.01
R1 22.15 22.15 20.79 21.73
PP 21.31 21.31 21.31 21.11
S1 19.74 19.74 20.35 19.32
S2 18.90 18.90 20.13
S3 16.49 17.33 19.91
S4 14.08 14.92 19.24
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 21.6% 1.81 8.8% 24% False False
10 24.52 19.51 5.01 24.4% 1.83 8.9% 21% False False
20 38.78 19.51 19.27 93.7% 2.67 13.0% 6% False False
40 41.16 19.51 21.65 105.3% 2.70 13.1% 5% False False
60 41.16 19.51 21.65 105.3% 2.83 13.8% 5% False False
80 41.16 19.51 21.65 105.3% 2.83 13.7% 5% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 33.13
2.618 29.20
1.618 26.79
1.000 25.30
0.618 24.38
HIGH 22.89
0.618 21.97
0.500 21.69
0.382 21.40
LOW 20.48
0.618 18.99
1.000 18.07
1.618 16.58
2.618 14.17
4.250 10.24
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 21.69 21.20
PP 21.31 20.99
S1 20.94 20.78

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

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