CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 27.43 26.91 -0.52 -1.9% 30.65
High 27.59 27.07 -0.52 -1.9% 30.95
Low 25.75 25.84 0.09 0.3% 25.75
Close 25.75 25.88 0.13 0.5% 25.75
Range 1.84 1.23 -0.61 -33.2% 5.20
ATR 1.91 1.87 -0.04 -2.2% 0.00
Volume
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 29.95 29.15 26.56
R3 28.72 27.92 26.22
R2 27.49 27.49 26.11
R1 26.69 26.69 25.99 26.48
PP 26.26 26.26 26.26 26.16
S1 25.46 25.46 25.77 25.25
S2 25.03 25.03 25.65
S3 23.80 24.23 25.54
S4 22.57 23.00 25.20
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 43.08 39.62 28.61
R3 37.88 34.42 27.18
R2 32.68 32.68 26.70
R1 29.22 29.22 26.23 28.35
PP 27.48 27.48 27.48 27.05
S1 24.02 24.02 25.27 23.15
S2 22.28 22.28 24.80
S3 17.08 18.82 24.32
S4 11.88 13.62 22.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.00 25.75 4.25 16.4% 1.37 5.3% 3% False False
10 31.93 25.75 6.18 23.9% 1.34 5.2% 2% False False
20 34.53 25.75 8.78 33.9% 1.58 6.1% 1% False False
40 34.88 22.64 12.24 47.3% 2.20 8.5% 26% False False
60 34.88 19.12 15.76 60.9% 2.05 7.9% 43% False False
80 34.88 19.12 15.76 60.9% 1.95 7.5% 43% False False
100 35.00 19.12 15.88 61.4% 2.05 7.9% 43% False False
120 35.00 19.12 15.88 61.4% 2.13 8.2% 43% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.30
2.618 30.29
1.618 29.06
1.000 28.30
0.618 27.83
HIGH 27.07
0.618 26.60
0.500 26.46
0.382 26.31
LOW 25.84
0.618 25.08
1.000 24.61
1.618 23.85
2.618 22.62
4.250 20.61
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 26.46 26.71
PP 26.26 26.43
S1 26.07 26.16

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

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