CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 21.05 22.04 0.99 4.7% 22.64
High 21.15 22.62 1.47 7.0% 22.89
Low 19.97 21.17 1.20 6.0% 19.97
Close 20.79 21.30 0.51 2.5% 20.79
Range 1.18 1.45 0.27 22.9% 2.92
ATR 2.24 2.21 -0.03 -1.3% 0.00
Volume
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 26.05 25.12 22.10
R3 24.60 23.67 21.70
R2 23.15 23.15 21.57
R1 22.22 22.22 21.43 21.96
PP 21.70 21.70 21.70 21.57
S1 20.77 20.77 21.17 20.51
S2 20.25 20.25 21.03
S3 18.80 19.32 20.90
S4 17.35 17.87 20.50
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 29.98 28.30 22.40
R3 27.06 25.38 21.59
R2 24.14 24.14 21.33
R1 22.46 22.46 21.06 21.84
PP 21.22 21.22 21.22 20.91
S1 19.54 19.54 20.52 18.92
S2 18.30 18.30 20.25
S3 15.38 16.62 19.99
S4 12.46 13.70 19.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.62 19.97 2.65 12.4% 1.18 5.6% 50% True False
10 23.96 19.51 4.45 20.9% 1.50 7.0% 40% False False
20 27.27 19.51 7.76 36.4% 1.93 9.1% 23% False False
40 41.16 19.51 21.65 101.6% 2.51 11.8% 8% False False
60 41.16 19.51 21.65 101.6% 2.53 11.9% 8% False False
80 41.16 19.51 21.65 101.6% 2.76 12.9% 8% False False
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 True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 28.78
2.618 26.42
1.618 24.97
1.000 24.07
0.618 23.52
HIGH 22.62
0.618 22.07
0.500 21.90
0.382 21.72
LOW 21.17
0.618 20.27
1.000 19.72
1.618 18.82
2.618 17.37
4.250 15.01
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 21.90 21.30
PP 21.70 21.30
S1 21.50 21.30

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

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