CBOE Volatility Index

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Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary Previous Current 24-Dec-2020 28-Dec-2020 Change Change % Previous Week Open 22.47 22.11 -0.36 -1.6% 24.25 High 22.83 22.12 -0.71 -3.1% 31.46 Low 21.39 21.15 -0.24 -1.1% 21.39 Close 21.53 21.70 0.17 0.8% 21.53 Range 1.44 0.97 -0.47 -32.6% 10.07 ATR 2.54 2.43 -0.11 -4.4% 0.00 Volume
Daily Pivots for day following 28-Dec-2020 Classic Woodie Camarilla DeMark R4 24.57 24.10 22.23 R3 23.60 23.13 21.97 R2 22.63 22.63 21.88 R1 22.16 22.16 21.79 21.91 PP 21.66 21.66 21.66 21.53 S1 21.19 21.19 21.61 20.94 S2 20.69 20.69 21.52 S3 19.72 20.22 21.43 S4 18.75 19.25 21.17	Weekly Pivots for week ending 25-Dec-2020 Classic Woodie Camarilla DeMark R4 55.00 48.34 27.07 R3 44.93 38.27 24.30 R2 34.86 34.86 23.38 R1 28.20 28.20 22.45 26.50 PP 24.79 24.79 24.79 23.94 S1 18.13 18.13 20.61 16.43 S2 14.72 14.72 19.68 S3 4.65 8.06 18.76 S4 -5.42 -2.01 15.99
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 31.46 21.15 10.31 47.5% 2.64 12.2% 5% False True 10 31.46 21.15 10.31 47.5% 2.18 10.0% 5% False True 20 31.46 19.97 11.49 52.9% 1.96 9.0% 15% False False 40 41.09 19.51 21.58 99.4% 2.37 10.9% 10% False False 60 41.16 19.51 21.65 99.8% 2.46 11.3% 10% False False 80 41.16 19.51 21.65 99.8% 2.71 12.5% 10% False False 100 41.16 19.51 21.65 99.8% 2.66 12.3% 10% False False
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False 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 0.28 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 26.24 2.618 24.66 1.618 23.69 1.000 23.09 0.618 22.72 HIGH 22.12 0.618 21.75 0.500 21.64 0.382 21.52 LOW 21.15 0.618 20.55 1.000 20.18 1.618 19.58 2.618 18.61 4.250 17.03
Fisher Pivots for day following 28-Dec-2020 Pivot 1 day 3 day R1 21.68 22.42 PP 21.66 22.18 S1 21.64 21.94

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