CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Oct-2021
Day Change Summary
Previous Current
28-Oct-2021 29-Oct-2021 Change Change % Previous Week
Open 17.06 17.40 0.34 2.0% 16.14
High 17.16 18.06 0.90 5.2% 18.06
Low 16.23 16.13 -0.10 -0.6% 14.90
Close 16.53 16.26 -0.27 -1.6% 16.26
Range 0.93 1.93 1.00 107.5% 3.16
ATR 1.93 1.93 0.00 0.0% 0.00
Volume
Daily Pivots for day following 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 22.61 21.36 17.32
R3 20.68 19.43 16.79
R2 18.75 18.75 16.61
R1 17.50 17.50 16.44 17.16
PP 16.82 16.82 16.82 16.65
S1 15.57 15.57 16.08 15.23
S2 14.89 14.89 15.91
S3 12.96 13.64 15.73
S4 11.03 11.71 15.20
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 25.89 24.23 18.00
R3 22.73 21.07 17.13
R2 19.57 19.57 16.84
R1 17.91 17.91 16.55 18.74
PP 16.41 16.41 16.41 16.82
S1 14.75 14.75 15.97 15.58
S2 13.25 13.25 15.68
S3 10.09 11.59 15.39
S4 6.93 8.43 14.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.06 14.90 3.16 19.4% 1.53 9.4% 43% True False
10 18.06 14.84 3.22 19.8% 1.34 8.2% 44% True False
20 24.58 14.84 9.74 59.9% 1.69 10.4% 15% False False
40 28.79 14.84 13.95 85.8% 2.25 13.9% 10% False False
60 28.79 14.84 13.95 85.8% 2.11 13.0% 10% False False
80 28.79 14.84 13.95 85.8% 2.08 12.8% 10% False False
100 28.79 14.10 14.69 90.3% 2.08 12.8% 15% False False
120 28.93 14.10 14.83 91.2% 2.18 13.4% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 26.26
2.618 23.11
1.618 21.18
1.000 19.99
0.618 19.25
HIGH 18.06
0.618 17.32
0.500 17.10
0.382 16.87
LOW 16.13
0.618 14.94
1.000 14.20
1.618 13.01
2.618 11.08
4.250 7.93
Fisher Pivots for day following 29-Oct-2021
Pivot 1 day 3 day
R1 17.10 16.80
PP 16.82 16.62
S1 16.54 16.44

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

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