CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Nov-2022
Day Change Summary
Previous Current
09-Nov-2022 10-Nov-2022 Change Change % Previous Week
Open 25.34 26.51 1.17 4.6% 26.91
High 26.35 26.59 0.24 0.9% 27.07
Low 25.02 22.84 -2.18 -8.7% 24.00
Close 26.09 23.53 -2.56 -9.8% 24.55
Range 1.33 3.75 2.42 182.0% 3.07
ATR 1.70 1.85 0.15 8.6% 0.00
Volume
Daily Pivots for day following 10-Nov-2022
Classic Woodie Camarilla DeMark
R4 35.57 33.30 25.59
R3 31.82 29.55 24.56
R2 28.07 28.07 24.22
R1 25.80 25.80 23.87 25.06
PP 24.32 24.32 24.32 23.95
S1 22.05 22.05 23.19 21.31
S2 20.57 20.57 22.84
S3 16.82 18.30 22.50
S4 13.07 14.55 21.47
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 26.59 22.84 3.75 15.9% 2.01 8.5% 18% True True
10 27.59 22.84 4.75 20.2% 1.68 7.1% 15% False True
20 32.98 22.84 10.14 43.1% 1.54 6.5% 7% False True
40 34.88 22.84 12.04 51.2% 2.12 9.0% 6% False True
60 34.88 19.43 15.45 65.7% 2.11 8.9% 27% False False
80 34.88 19.12 15.76 67.0% 1.94 8.2% 28% False False
100 34.88 19.12 15.76 67.0% 1.94 8.2% 28% False False
120 35.00 19.12 15.88 67.5% 2.01 8.5% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 42.53
2.618 36.41
1.618 32.66
1.000 30.34
0.618 28.91
HIGH 26.59
0.618 25.16
0.500 24.72
0.382 24.27
LOW 22.84
0.618 20.52
1.000 19.09
1.618 16.77
2.618 13.02
4.250 6.90
Fisher Pivots for day following 10-Nov-2022
Pivot 1 day 3 day
R1 24.72 24.72
PP 24.32 24.32
S1 23.93 23.93

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

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