CBOE Volatility Index

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	22.04	21.65	-0.39	-1.8%	22.64
High	22.62	22.25	-0.37	-1.6%	22.89
Low	21.17	20.52	-0.65	-3.1%	19.97
Close	21.30	20.68	-0.62	-2.9%	20.79
Range	1.45	1.73	0.28	19.3%	2.92
ATR	2.21	2.18	-0.03	-1.6%	0.00
Volume

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	26.34	25.24	21.63
R3	24.61	23.51	21.16
R2	22.88	22.88	21.00
R1	21.78	21.78	20.84	21.47
PP	21.15	21.15	21.15	20.99
S1	20.05	20.05	20.52	19.74
S2	19.42	19.42	20.36
S3	17.69	18.32	20.20
S4	15.96	16.59	19.73

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	12.8%	1.35	6.5%	27%	False	False
10	22.89	19.51	3.38	16.3%	1.52	7.4%	35%	False	False
20	27.27	19.51	7.76	37.5%	1.85	8.9%	15%	False	False
40	41.16	19.51	21.65	104.7%	2.52	12.2%	5%	False	False
60	41.16	19.51	21.65	104.7%	2.53	12.3%	5%	False	False
80	41.16	19.51	21.65	104.7%	2.76	13.3%	5%	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	0.36
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	29.60
2.618	26.78
1.618	25.05
1.000	23.98
0.618	23.32
HIGH	22.25
0.618	21.59
0.500	21.39
0.382	21.18
LOW	20.52
0.618	19.45
1.000	18.79
1.618	17.72
2.618	15.99
4.250	13.17

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	21.39	21.30
PP	21.15	21.09
S1	20.92	20.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols