CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 24.92 29.44 4.52 18.1% 18.20
High 32.61 30.68 -1.93 -5.9% 28.99
Low 22.38 27.15 4.77 21.3% 17.35
Close 31.12 27.95 -3.17 -10.2% 28.62
Range 10.23 3.53 -6.70 -65.5% 11.64
ATR 3.42 3.46 0.04 1.2% 0.00
Volume
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 39.18 37.10 29.89
R3 35.65 33.57 28.92
R2 32.12 32.12 28.60
R1 30.04 30.04 28.27 29.32
PP 28.59 28.59 28.59 28.23
S1 26.51 26.51 27.63 25.79
S2 25.06 25.06 27.30
S3 21.53 22.98 26.98
S4 18.00 19.45 26.01
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 21.71 10.90 39.0% 5.54 19.8% 57% False False
10 32.61 16.38 16.23 58.1% 3.78 13.5% 71% False False
20 32.61 14.73 17.88 64.0% 2.61 9.3% 74% False False
40 32.61 14.73 17.88 64.0% 2.03 7.2% 74% False False
60 32.61 14.73 17.88 64.0% 2.36 8.4% 74% False False
80 32.61 14.73 17.88 64.0% 2.25 8.0% 74% False False
100 32.61 14.73 17.88 64.0% 2.18 7.8% 74% False False
120 32.61 14.10 18.51 66.2% 2.15 7.7% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.68
2.618 39.92
1.618 36.39
1.000 34.21
0.618 32.86
HIGH 30.68
0.618 29.33
0.500 28.92
0.382 28.50
LOW 27.15
0.618 24.97
1.000 23.62
1.618 21.44
2.618 17.91
4.250 12.15
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 28.92 27.80
PP 28.59 27.65
S1 28.27 27.50

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

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