CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 15.06 15.59 0.53 3.5% 16.85
High 16.14 17.02 0.88 5.5% 17.70
Low 14.73 14.95 0.22 1.5% 14.73
Close 15.44 16.48 1.04 6.7% 16.48
Range 1.41 2.07 0.66 46.8% 2.97
ATR 1.77 1.79 0.02 1.2% 0.00
Volume
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 22.36 21.49 17.62
R3 20.29 19.42 17.05
R2 18.22 18.22 16.86
R1 17.35 17.35 16.67 17.79
PP 16.15 16.15 16.15 16.37
S1 15.28 15.28 16.29 15.72
S2 14.08 14.08 16.10
S3 12.01 13.21 15.91
S4 9.94 11.14 15.34
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 25.21 23.82 18.11
R3 22.24 20.85 17.30
R2 19.27 19.27 17.02
R1 17.88 17.88 16.75 17.09
PP 16.30 16.30 16.30 15.91
S1 14.91 14.91 16.21 14.12
S2 13.33 13.33 15.94
S3 10.36 11.94 15.66
S4 7.39 8.97 14.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.70 14.73 2.97 18.0% 1.42 8.6% 59% False False
10 18.06 14.73 3.33 20.2% 1.48 9.0% 53% False False
20 20.81 14.73 6.08 36.9% 1.44 8.8% 29% False False
40 28.79 14.73 14.06 85.3% 2.16 13.1% 12% False False
60 28.79 14.73 14.06 85.3% 2.15 13.0% 12% False False
80 28.79 14.73 14.06 85.3% 2.07 12.6% 12% False False
100 28.79 14.10 14.69 89.1% 2.06 12.5% 16% False False
120 28.79 14.10 14.69 89.1% 2.06 12.5% 16% False False
Crabel Price Patterns
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 0.32
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 25.82
2.618 22.44
1.618 20.37
1.000 19.09
0.618 18.30
HIGH 17.02
0.618 16.23
0.500 15.99
0.382 15.74
LOW 14.95
0.618 13.67
1.000 12.88
1.618 11.60
2.618 9.53
4.250 6.15
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 16.32 16.28
PP 16.15 16.08
S1 15.99 15.88

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

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