CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 26.04 25.98 -0.06 -0.2% 30.65
High 26.62 26.87 0.25 0.9% 30.95
Low 25.41 25.10 -0.31 -1.2% 25.75
Close 25.86 25.30 -0.56 -2.2% 25.75
Range 1.21 1.77 0.56 46.3% 5.20
ATR 1.74 1.74 0.00 0.1% 0.00
Volume
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 31.07 29.95 26.27
R3 29.30 28.18 25.79
R2 27.53 27.53 25.62
R1 26.41 26.41 25.46 26.09
PP 25.76 25.76 25.76 25.59
S1 24.64 24.64 25.14 24.32
S2 23.99 23.99 24.98
S3 22.22 22.87 24.81
S4 20.45 21.10 24.33
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 27.59 25.10 2.49 9.8% 1.35 5.3% 8% False True
10 30.95 25.10 5.85 23.1% 1.29 5.1% 3% False True
20 34.53 25.10 9.43 37.3% 1.53 6.0% 2% False True
40 34.88 22.64 12.24 48.4% 2.10 8.3% 22% False False
60 34.88 19.12 15.76 62.3% 2.04 8.0% 39% False False
80 34.88 19.12 15.76 62.3% 1.92 7.6% 39% False False
100 34.88 19.12 15.76 62.3% 1.99 7.9% 39% False False
120 35.00 19.12 15.88 62.8% 2.08 8.2% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 34.39
2.618 31.50
1.618 29.73
1.000 28.64
0.618 27.96
HIGH 26.87
0.618 26.19
0.500 25.99
0.382 25.78
LOW 25.10
0.618 24.01
1.000 23.33
1.618 22.24
2.618 20.47
4.250 17.58
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 25.99 25.99
PP 25.76 25.76
S1 25.53 25.53

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

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