CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 17.74 18.34 0.60 3.4% 16.85
High 19.90 18.39 -1.51 -7.6% 17.70
Low 17.22 17.27 0.05 0.3% 14.73
Close 18.73 17.66 -1.07 -5.7% 16.48
Range 2.68 1.12 -1.56 -58.2% 2.97
ATR 1.79 1.77 -0.02 -1.3% 0.00
Volume
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 21.13 20.52 18.28
R3 20.01 19.40 17.97
R2 18.89 18.89 17.87
R1 18.28 18.28 17.76 18.03
PP 17.77 17.77 17.77 17.65
S1 17.16 17.16 17.56 16.91
S2 16.65 16.65 17.45
S3 15.53 16.04 17.35
S4 14.41 14.92 17.04
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 14.95 4.95 28.0% 1.70 9.6% 55% False False
10 19.90 14.73 5.17 29.3% 1.55 8.7% 57% False False
20 19.90 14.73 5.17 29.3% 1.40 7.9% 57% False False
40 28.79 14.73 14.06 79.6% 2.10 11.9% 21% False False
60 28.79 14.73 14.06 79.6% 2.10 11.9% 21% False False
80 28.79 14.73 14.06 79.6% 1.98 11.2% 21% False False
100 28.79 14.10 14.69 83.2% 1.99 11.3% 24% False False
120 28.79 14.10 14.69 83.2% 2.03 11.5% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 23.15
2.618 21.32
1.618 20.20
1.000 19.51
0.618 19.08
HIGH 18.39
0.618 17.96
0.500 17.83
0.382 17.70
LOW 17.27
0.618 16.58
1.000 16.15
1.618 15.46
2.618 14.34
4.250 12.51
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 17.83 18.56
PP 17.77 18.26
S1 17.72 17.96

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

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