CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 21.00 21.24 0.24 1.1% 23.66
High 21.25 21.88 0.63 3.0% 23.96
Low 20.04 20.72 0.68 3.4% 19.51
Close 21.17 21.28 0.11 0.5% 20.84
Range 1.21 1.16 -0.05 -4.1% 4.45
ATR 2.41 2.32 -0.09 -3.7% 0.00
Volume
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 24.77 24.19 21.92
R3 23.61 23.03 21.60
R2 22.45 22.45 21.49
R1 21.87 21.87 21.39 22.16
PP 21.29 21.29 21.29 21.44
S1 20.71 20.71 21.17 21.00
S2 20.13 20.13 21.07
S3 18.97 19.55 20.96
S4 17.81 18.39 20.64
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 22.89 19.51 3.38 15.9% 1.56 7.3% 52% False False
10 24.52 19.51 5.01 23.5% 1.59 7.5% 35% False False
20 29.44 19.51 9.93 46.7% 2.15 10.1% 18% False False
40 41.16 19.51 21.65 101.7% 2.58 12.1% 8% False False
60 41.16 19.51 21.65 101.7% 2.59 12.2% 8% False False
80 41.16 19.51 21.65 101.7% 2.76 13.0% 8% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.81
2.618 24.92
1.618 23.76
1.000 23.04
0.618 22.60
HIGH 21.88
0.618 21.44
0.500 21.30
0.382 21.16
LOW 20.72
0.618 20.00
1.000 19.56
1.618 18.84
2.618 17.68
4.250 15.79
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 21.30 21.17
PP 21.29 21.05
S1 21.29 20.94

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

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