CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 26.91 25.96 -0.95 -3.5% 30.65
High 27.07 26.35 -0.72 -2.7% 30.95
Low 25.84 25.66 -0.18 -0.7% 25.75
Close 25.88 25.81 -0.07 -0.3% 25.75
Range 1.23 0.69 -0.54 -43.9% 5.20
ATR 1.87 1.78 -0.08 -4.5% 0.00
Volume
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 28.01 27.60 26.19
R3 27.32 26.91 26.00
R2 26.63 26.63 25.94
R1 26.22 26.22 25.87 26.08
PP 25.94 25.94 25.94 25.87
S1 25.53 25.53 25.75 25.39
S2 25.25 25.25 25.68
S3 24.56 24.84 25.62
S4 23.87 24.15 25.43
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 28.52 25.66 2.86 11.1% 1.15 4.4% 5% False True
10 31.90 25.66 6.24 24.2% 1.26 4.9% 2% False True
20 34.53 25.66 8.87 34.4% 1.57 6.1% 2% False True
40 34.88 22.64 12.24 47.4% 2.15 8.3% 26% False False
60 34.88 19.12 15.76 61.1% 2.05 7.9% 42% False False
80 34.88 19.12 15.76 61.1% 1.94 7.5% 42% False False
100 35.00 19.12 15.88 61.5% 2.04 7.9% 42% False False
120 35.00 19.12 15.88 61.5% 2.10 8.1% 42% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 260 trading days
Fibonacci Retracements and Extensions
4.250 29.28
2.618 28.16
1.618 27.47
1.000 27.04
0.618 26.78
HIGH 26.35
0.618 26.09
0.500 26.01
0.382 25.92
LOW 25.66
0.618 25.23
1.000 24.97
1.618 24.54
2.618 23.85
4.250 22.73
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 26.01 26.63
PP 25.94 26.35
S1 25.88 26.08

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

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