CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 25.31 26.23 0.92 3.6% 18.20
High 25.69 28.56 2.87 11.2% 28.99
Low 21.71 23.71 2.00 9.2% 17.35
Close 22.96 27.19 4.23 18.4% 28.62
Range 3.98 4.85 0.87 21.9% 11.64
ATR 2.69 2.89 0.21 7.7% 0.00
Volume
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 41.04 38.96 29.86
R3 36.19 34.11 28.52
R2 31.34 31.34 28.08
R1 29.26 29.26 27.63 30.30
PP 26.49 26.49 26.49 27.01
S1 24.41 24.41 26.75 25.45
S2 21.64 21.64 26.30
S3 16.79 19.56 25.86
S4 11.94 14.71 24.52
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 59.91 55.90 35.02
R3 48.27 44.26 31.82
R2 36.63 36.63 30.75
R1 32.62 32.62 29.69 34.63
PP 24.99 24.99 24.99 25.99
S1 20.98 20.98 27.55 22.99
S2 13.35 13.35 26.49
S3 1.71 9.34 25.42
S4 -9.93 -2.30 22.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.99 18.52 10.47 38.5% 3.65 13.4% 83% False False
10 28.99 16.03 12.96 47.7% 2.60 9.6% 86% False False
20 28.99 14.73 14.26 52.4% 2.03 7.5% 87% False False
40 28.99 14.73 14.26 52.4% 1.83 6.7% 87% False False
60 28.99 14.73 14.26 52.4% 2.19 8.0% 87% False False
80 28.99 14.73 14.26 52.4% 2.09 7.7% 87% False False
100 28.99 14.73 14.26 52.4% 2.06 7.6% 87% False False
120 28.99 14.10 14.89 54.8% 2.06 7.6% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.17
2.618 41.26
1.618 36.41
1.000 33.41
0.618 31.56
HIGH 28.56
0.618 26.71
0.500 26.14
0.382 25.56
LOW 23.71
0.618 20.71
1.000 18.86
1.618 15.86
2.618 11.01
4.250 3.10
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 26.84 26.58
PP 26.49 25.96
S1 26.14 25.35

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

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