CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Nov-2022
Day Change Summary
Previous Current
04-Nov-2022 07-Nov-2022 Change Change % Previous Week
Open 25.63 25.67 0.04 0.2% 26.91
High 25.71 25.67 -0.04 -0.2% 27.07
Low 24.00 24.34 0.34 1.4% 24.00
Close 24.55 24.35 -0.20 -0.8% 24.55
Range 1.71 1.33 -0.38 -22.2% 3.07
ATR 1.74 1.71 -0.03 -1.7% 0.00
Volume
Daily Pivots for day following 07-Nov-2022
Classic Woodie Camarilla DeMark
R4 28.78 27.89 25.08
R3 27.45 26.56 24.72
R2 26.12 26.12 24.59
R1 25.23 25.23 24.47 25.01
PP 24.79 24.79 24.79 24.68
S1 23.90 23.90 24.23 23.68
S2 23.46 23.46 24.11
S3 22.13 22.57 23.98
S4 20.80 21.24 23.62
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 34.42 32.55 26.24
R3 31.35 29.48 25.39
R2 28.28 28.28 25.11
R1 26.41 26.41 24.83 25.81
PP 25.21 25.21 25.21 24.91
S1 23.34 23.34 24.27 22.74
S2 22.14 22.14 23.99
S3 19.07 20.27 23.71
S4 16.00 17.20 22.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.87 24.00 2.87 11.8% 1.34 5.5% 12% False False
10 30.00 24.00 6.00 24.6% 1.35 5.6% 6% False False
20 34.53 24.00 10.53 43.2% 1.47 6.0% 3% False False
40 34.88 23.53 11.35 46.6% 2.13 8.7% 7% False False
60 34.88 19.41 15.47 63.5% 2.05 8.4% 32% False False
80 34.88 19.12 15.76 64.7% 1.90 7.8% 33% False False
100 34.88 19.12 15.76 64.7% 1.95 8.0% 33% False False
120 35.00 19.12 15.88 65.2% 2.07 8.5% 33% 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 True
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 31.32
2.618 29.15
1.618 27.82
1.000 27.00
0.618 26.49
HIGH 25.67
0.618 25.16
0.500 25.01
0.382 24.85
LOW 24.34
0.618 23.52
1.000 23.01
1.618 22.19
2.618 20.86
4.250 18.69
Fisher Pivots for day following 07-Nov-2022
Pivot 1 day 3 day
R1 25.01 25.44
PP 24.79 25.07
S1 24.57 24.71

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.