CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 22.49 22.67 0.18 0.8% 22.04
High 25.14 24.82 -0.32 -1.3% 25.14
Low 22.48 21.95 -0.53 -2.4% 20.10
Close 23.31 24.72 1.41 6.0% 23.31
Range 2.66 2.87 0.21 7.9% 5.04
ATR 2.23 2.28 0.05 2.0% 0.00
Volume
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 32.44 31.45 26.30
R3 29.57 28.58 25.51
R2 26.70 26.70 25.25
R1 25.71 25.71 24.98 26.21
PP 23.83 23.83 23.83 24.08
S1 22.84 22.84 24.46 23.34
S2 20.96 20.96 24.19
S3 18.09 19.97 23.93
S4 15.22 17.10 23.14
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 20.4% 2.38 9.6% 92% False False
10 25.14 19.97 5.17 20.9% 1.78 7.2% 92% False False
20 25.14 19.51 5.63 22.8% 1.81 7.3% 93% False False
40 41.16 19.51 21.65 87.6% 2.60 10.5% 24% False False
60 41.16 19.51 21.65 87.6% 2.57 10.4% 24% False False
80 41.16 19.51 21.65 87.6% 2.80 11.3% 24% 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 0.41
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 37.02
2.618 32.33
1.618 29.46
1.000 27.69
0.618 26.59
HIGH 24.82
0.618 23.72
0.500 23.39
0.382 23.05
LOW 21.95
0.618 20.18
1.000 19.08
1.618 17.31
2.618 14.44
4.250 9.75
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 24.28 24.26
PP 23.83 23.80
S1 23.39 23.34

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

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