CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 26.95 28.99 2.04 7.6% 25.31
High 35.32 30.82 -4.50 -12.7% 35.32
Low 25.89 26.75 0.86 3.3% 21.71
Close 30.67 27.18 -3.49 -11.4% 30.67
Range 9.43 4.07 -5.36 -56.8% 13.61
ATR 3.88 3.90 0.01 0.3% 0.00
Volume
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 40.46 37.89 29.42
R3 36.39 33.82 28.30
R2 32.32 32.32 27.93
R1 29.75 29.75 27.55 29.00
PP 28.25 28.25 28.25 27.88
S1 25.68 25.68 26.81 24.93
S2 24.18 24.18 26.43
S3 20.11 21.61 26.06
S4 16.04 17.54 24.94
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 70.06 63.98 38.16
R3 56.45 50.37 34.41
R2 42.84 42.84 33.17
R1 36.76 36.76 31.92 39.80
PP 29.23 29.23 29.23 30.76
S1 23.15 23.15 29.42 26.19
S2 15.62 15.62 28.17
S3 2.01 9.54 26.93
S4 -11.60 -4.07 23.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.32 22.38 12.94 47.6% 6.42 23.6% 37% False False
10 35.32 17.35 17.97 66.1% 4.78 17.6% 55% False False
20 35.32 16.03 19.29 71.0% 3.11 11.4% 58% False False
40 35.32 14.73 20.59 75.8% 2.28 8.4% 60% False False
60 35.32 14.73 20.59 75.8% 2.48 9.1% 60% False False
80 35.32 14.73 20.59 75.8% 2.39 8.8% 60% False False
100 35.32 14.73 20.59 75.8% 2.28 8.4% 60% False False
120 35.32 14.10 21.22 78.1% 2.23 8.2% 62% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.12
2.618 41.48
1.618 37.41
1.000 34.89
0.618 33.34
HIGH 30.82
0.618 29.27
0.500 28.79
0.382 28.30
LOW 26.75
0.618 24.23
1.000 22.68
1.618 20.16
2.618 16.09
4.250 9.45
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 28.79 30.61
PP 28.25 29.46
S1 27.72 28.32

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

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