CBOE Volatility Index

Trading Metrics calculated at close of trading on 20-Oct-2020

VIX began trading on 07/28/2020 and has 60 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(+0.19)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 8.4%

20-Day Historical Volatility: 0.7%

Day Change Summary (OHLC)

	Previous	Current
Metric	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	27.36	28.81	1.45	5.3%	25.65
High	29.69	29.60	-0.09	-0.3%	29.06
Low	27.04	28.29	1.25	4.6%	24.14
Close	29.18	29.35	0.17	0.6%	27.41
Range	2.65	1.31	-1.34	-50.6%	4.92
ATR(14)	2.54	2.45	-0.09	-3.5%	2.53
Volume

Multi-Period Performance

1-Month (21d)

5.7%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

15.4%

52-Week Range

52W Low: 20.28 (44.7%)

Position (50%)

52W High: 38.28 (23.3%)

Daily Pivots for day following 20-Oct-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	33.01	32.49	30.07
R3	31.70	31.18	29.71
R2	30.39	30.39	29.59
R1	29.87	29.87	29.47	30.13
PP	29.08	29.08	29.08	29.21
S1	28.56	28.56	29.23	28.82
S2	27.77	27.77	29.11
S3	26.46	27.25	28.99
S4	25.15	25.94	28.63

Weekly Pivots for week ending 16-Oct-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	41.63	39.44	30.12
R3	36.71	34.52	28.76
R2	31.79	31.79	28.31
R1	29.60	29.60	27.86	30.70
PP	26.87	26.87	26.87	27.42
S1	24.68	24.68	26.96	25.78
S2	21.95	21.95	26.51
S3	17.03	19.76	26.06
S4	12.11	14.84	24.70

Fisher Pivots for day following 20-Oct-2020

Pivot	1 Day	3 Day
R1	29.22	28.88
PP	29.08	28.41
S1	28.95	27.94

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	35.17
2.618	33.03
1.618	31.72
1.000	30.91
0.618	30.41
HIGH	29.60
0.618	29.10
0.500	28.95
0.382	28.79
LOW	28.29
0.618	27.48
1.000	26.98
1.618	26.17
2.618	24.86
4.250	22.72

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	34.03
38.2%	31.40
50.0%	29.28
61.8%	27.16
78.6%	24.13

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	27.86	1.49	5.3%	Above
10-Day SMA	26.99	2.36	8.8%	Above
20-Day SMA	27.20	2.15	7.9%	Above
50-Day SMA	26.10	3.25	12.5%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 29.82

Middle: 27.20

Lower: 24.57

Bandwidth: 19.3%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

59.70

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.44

Signal: 0.26 · Hist: 0.18

Stochastic (14, 3)

Neutral

%K: 89.11

%D: 77.33

StochRSI (14)

Neutral

%K: 83.74

%D: 65.52

ADX (14) & Trend

Neutral

14.19

+DI: 25.56 · -DI: 18.35

CCI (20)

Neutral

111.76

Range -100 to +100

Williams %R (14)

Neutral

-10.89

Range -100 to 0

Ultimate Oscillator

Neutral

55.66

Periods: 7, 14, 28

ROC (12)

Bearish

6.23%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

2.17

Bull: 2.17 · Bear: 0.86

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	29.69	25.53	4.16	14.2%	1.83	6.2%	92%	False	False
10	29.76	24.03	5.73	19.5%	1.96	6.7%	93%	False	False
20	30.49	24.03	6.46	22.0%	2.40	8.2%	82%	False	False
40	38.28	20.92	17.36	59.1%	2.99	10.2%	49%	False	False
60	38.28	20.28	18.00	61.3%	2.73	9.3%	50%	False	False

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