CBOE Volatility Index

Trading Metrics calculated at close of trading on 27-Aug-2020

VIX began trading on 07/28/2020 and has 23 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 01/15/2021.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.30)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.20

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 8.7%

20-Day Historical Volatility: —

Day Change Summary (OHLC)

	Previous	Current
Metric	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	22.14	23.42	1.28	5.8%	22.52
High	23.27	27.09	3.82	16.4%	24.60
Low	20.92	21.44	0.52	2.5%	20.99
Close	23.27	24.47	1.20	5.2%	22.54
Range	2.35	5.65	3.30	140.4%	3.61
ATR(14)	1.87	2.14	0.27	14.5%	1.81
Volume

Multi-Period Performance

1-Month (21d)

1.5%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-3.8%

52-Week Range

52W Low: 20.28 (20.7%)

Position (52%)

52W High: 28.29 (13.5%)

Daily Pivots for day following 27-Aug-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	41.28	38.53	27.58
R3	35.63	32.88	26.02
R2	29.98	29.98	25.51
R1	27.23	27.23	24.99	28.61
PP	24.33	24.33	24.33	25.02
S1	21.58	21.58	23.95	22.96
S2	18.68	18.68	23.43
S3	13.03	15.93	22.92
S4	7.38	10.28	21.36

Weekly Pivots for week ending 21-Aug-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	33.54	31.65	24.53
R3	29.93	28.04	23.53
R2	26.32	26.32	23.20
R1	24.43	24.43	22.87	25.38
PP	22.71	22.71	22.71	23.18
S1	20.82	20.82	22.21	21.77
S2	19.10	19.10	21.88
S3	15.49	17.21	21.55
S4	11.88	13.60	20.55

Fisher Pivots for day following 27-Aug-2020

Pivot	1 Day	3 Day
R1	24.40	24.32
PP	24.33	24.16
S1	24.27	24.01

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	51.10
2.618	41.88
1.618	36.23
1.000	32.74
0.618	30.58
HIGH	27.09
0.618	24.93
0.500	24.27
0.382	23.60
LOW	21.44
0.618	17.95
1.000	15.79
1.618	12.30
2.618	6.65
4.250	-2.57

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	26.40
38.2%	25.23
50.0%	24.29
61.8%	23.34
78.6%	21.99

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	22.94	1.53	6.7%	Above
10-Day SMA	22.49	1.99	8.8%	Above
20-Day SMA	22.79	1.68	7.4%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 24.64

Middle: 22.79

Lower: 20.93

Bandwidth: 16.3%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

52.29

Neutral 30–70

Stochastic (14, 3)

Neutral

%K: 61.53

%D: 54.49

CCI (20)

Neutral

145.53

Range -100 to +100

Williams %R (14)

Neutral

-38.47

Range -100 to 0

ROC (12)

Bearish

1.83%

12-period Rate of Change

Crabel Price Patterns

Pattern	Signal / Value
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	0.70
Widest range in 23 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	27.09	20.92	6.17	25.2%	2.85	11.6%	58%	True	False
10	27.09	20.92	6.17	25.2%	2.31	9.4%	58%	True	False
20	27.09	20.28	6.81	27.8%	2.35	9.6%	62%	True	False

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