CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 22.12 22.49 0.37 1.7% 22.04
High 23.36 25.14 1.78 7.6% 25.14
Low 21.53 22.48 0.95 4.4% 20.10
Close 22.52 23.31 0.79 3.5% 23.31
Range 1.83 2.66 0.83 45.4% 5.04
ATR 2.20 2.23 0.03 1.5% 0.00
Volume
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 31.62 30.13 24.77
R3 28.96 27.47 24.04
R2 26.30 26.30 23.80
R1 24.81 24.81 23.55 25.56
PP 23.64 23.64 23.64 24.02
S1 22.15 22.15 23.07 22.90
S2 20.98 20.98 22.82
S3 18.32 19.49 22.58
S4 15.66 16.83 21.85
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 37.97 35.68 26.08
R3 32.93 30.64 24.70
R2 27.89 27.89 24.23
R1 25.60 25.60 23.77 26.75
PP 22.85 22.85 22.85 23.42
S1 20.56 20.56 22.85 21.71
S2 17.81 17.81 22.39
S3 12.77 15.52 21.92
S4 7.73 10.48 20.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.14 20.10 5.04 21.6% 2.10 9.0% 64% True False
10 25.14 19.97 5.17 22.2% 1.74 7.5% 65% True False
20 25.14 19.51 5.63 24.2% 1.78 7.6% 67% True False
40 41.16 19.51 21.65 92.9% 2.56 11.0% 18% False False
60 41.16 19.51 21.65 92.9% 2.56 11.0% 18% False False
80 41.16 19.51 21.65 92.9% 2.79 12.0% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 36.45
2.618 32.10
1.618 29.44
1.000 27.80
0.618 26.78
HIGH 25.14
0.618 24.12
0.500 23.81
0.382 23.50
LOW 22.48
0.618 20.84
1.000 19.82
1.618 18.18
2.618 15.52
4.250 11.18
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 23.81 23.08
PP 23.64 22.85
S1 23.48 22.62

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

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