CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Nov-2021
Day Change Summary
Previous Current
09-Nov-2021 10-Nov-2021 Change Change % Previous Week
Open 17.43 17.74 0.31 1.8% 16.85
High 18.57 19.90 1.33 7.2% 17.70
Low 17.21 17.22 0.01 0.1% 14.73
Close 17.78 18.73 0.95 5.3% 16.48
Range 1.36 2.68 1.32 97.1% 2.97
ATR 1.72 1.79 0.07 4.0% 0.00
Volume
Daily Pivots for day following 10-Nov-2021
Classic Woodie Camarilla DeMark
R4 26.66 25.37 20.20
R3 23.98 22.69 19.47
R2 21.30 21.30 19.22
R1 20.01 20.01 18.98 20.66
PP 18.62 18.62 18.62 18.94
S1 17.33 17.33 18.48 17.98
S2 15.94 15.94 18.24
S3 13.26 14.65 17.99
S4 10.58 11.97 17.26
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 19.90 14.73 5.17 27.6% 1.75 9.4% 77% True False
10 19.90 14.73 5.17 27.6% 1.53 8.1% 77% True False
20 19.90 14.73 5.17 27.6% 1.41 7.5% 77% True False
40 28.79 14.73 14.06 75.1% 2.12 11.3% 28% False False
60 28.79 14.73 14.06 75.1% 2.15 11.5% 28% False False
80 28.79 14.73 14.06 75.1% 1.99 10.6% 28% False False
100 28.79 14.10 14.69 78.4% 2.01 10.7% 32% False False
120 28.79 14.10 14.69 78.4% 2.03 10.9% 32% 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 0.39
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 31.29
2.618 26.92
1.618 24.24
1.000 22.58
0.618 21.56
HIGH 19.90
0.618 18.88
0.500 18.56
0.382 18.24
LOW 17.22
0.618 15.56
1.000 14.54
1.618 12.88
2.618 10.20
4.250 5.83
Fisher Pivots for day following 10-Nov-2021
Pivot 1 day 3 day
R1 18.67 18.54
PP 18.62 18.36
S1 18.56 18.17

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

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