CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 26.23 24.92 -1.31 -5.0% 18.20
High 28.56 32.61 4.05 14.2% 28.99
Low 23.71 22.38 -1.33 -5.6% 17.35
Close 27.19 31.12 3.93 14.5% 28.62
Range 4.85 10.23 5.38 110.9% 11.64
ATR 2.89 3.42 0.52 18.1% 0.00
Volume
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 59.39 55.49 36.75
R3 49.16 45.26 33.93
R2 38.93 38.93 33.00
R1 35.03 35.03 32.06 36.98
PP 28.70 28.70 28.70 29.68
S1 24.80 24.80 30.18 26.75
S2 18.47 18.47 29.24
S3 8.24 14.57 28.31
S4 -1.99 4.34 25.49
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 32.61 18.52 14.09 45.3% 5.32 17.1% 89% True False
10 32.61 16.28 16.33 52.5% 3.52 11.3% 91% True False
20 32.61 14.73 17.88 57.5% 2.51 8.1% 92% True False
40 32.61 14.73 17.88 57.5% 2.02 6.5% 92% True False
60 32.61 14.73 17.88 57.5% 2.33 7.5% 92% True False
80 32.61 14.73 17.88 57.5% 2.21 7.1% 92% True False
100 32.61 14.73 17.88 57.5% 2.15 6.9% 92% True False
120 32.61 14.10 18.51 59.5% 2.14 6.9% 92% True 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 1.04
Widest range in 214 trading days
Fibonacci Retracements and Extensions
4.250 76.09
2.618 59.39
1.618 49.16
1.000 42.84
0.618 38.93
HIGH 32.61
0.618 28.70
0.500 27.50
0.382 26.29
LOW 22.38
0.618 16.06
1.000 12.15
1.618 5.83
2.618 -4.40
4.250 -21.10
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 29.91 29.80
PP 28.70 28.48
S1 27.50 27.16

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

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