CBOE Volatility Index

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

VIX began trading on 07/28/2020 and has 83 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

NEUTRAL(+0.06)

Moving Averages

Sell

-0.50

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 12.4%

20-Day Historical Volatility: 1.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	23.62	23.43	-0.19	-0.8%	23.66
High	24.52	23.73	-0.79	-3.2%	24.52
Low	22.56	22.13	-0.43	-1.9%	21.66
Close	23.11	23.70	0.59	2.6%	23.70
Range	1.96	1.60	-0.36	-18.4%	2.86
ATR(14)	3.05	2.95	-0.10	-3.4%	2.95
Volume

Multi-Period Performance

1-Month (21d)

-15.7%

3-Month (63d)

5.9%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-6.8%

52-Week Range

52W Low: 20.28 (16.9%)

Position (16%)

52W High: 41.16 (42.4%)

Daily Pivots for day following 20-Nov-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	27.99	27.44	24.58
R3	26.39	25.84	24.14
R2	24.79	24.79	23.99
R1	24.24	24.24	23.85	24.52
PP	23.19	23.19	23.19	23.32
S1	22.64	22.64	23.55	22.92
S2	21.59	21.59	23.41
S3	19.99	21.04	23.26
S4	18.39	19.44	22.82

Weekly Pivots for week ending 20-Nov-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	31.87	30.65	25.27
R3	29.01	27.79	24.49
R2	26.15	26.15	24.22
R1	24.93	24.93	23.96	25.54
PP	23.29	23.29	23.29	23.60
S1	22.07	22.07	23.44	22.68
S2	20.43	20.43	23.18
S3	17.57	19.21	22.91
S4	14.71	16.35	22.13

Fisher Pivots for day following 20-Nov-2020

Pivot	1 Day	3 Day
R1	23.44	23.50
PP	23.19	23.29
S1	22.93	23.09

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	30.53
2.618	27.92
1.618	26.32
1.000	25.33
0.618	24.72
HIGH	23.73
0.618	23.12
0.500	22.93
0.382	22.74
LOW	22.13
0.618	21.14
1.000	20.53
1.618	19.54
2.618	17.94
4.250	15.33

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	36.23
38.2%	33.18
50.0%	30.72
61.8%	28.26
78.6%	24.75

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	23.16	0.54	2.3%	Above
10-Day SMA	23.83	-0.13	-0.5%	Below
20-Day SMA	28.73	-5.03	-17.5%	Below
50-Day SMA	27.75	-4.05	-14.6%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 40.73

Middle: 28.73

Lower: 16.74

Bandwidth: 83.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 24.47

Kijun-sen: 31.41

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-1.48

Bull: -1.48 · Bear: -3.08

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 20 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	24.52	21.66	2.86	12.1%	1.84	7.8%	71%	False	False
10	27.27	21.66	5.61	23.7%	2.36	10.0%	36%	False	False
20	41.16	21.66	19.50	82.3%	3.35	14.1%	10%	False	False
40	41.16	21.66	19.50	82.3%	2.74	11.5%	10%	False	False
60	41.16	21.66	19.50	82.3%	3.04	12.8%	10%	False	False
80	41.16	20.28	20.88	88.1%	2.87	12.1%	16%	False	False

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