CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Nov-2022
Day Change Summary
Previous Current
14-Nov-2022 15-Nov-2022 Change Change % Previous Week
Open 23.99 23.77 -0.22 -0.9% 25.67
High 24.33 26.22 1.89 7.8% 26.59
Low 22.86 23.18 0.32 1.4% 22.37
Close 23.73 24.54 0.81 3.4% 22.52
Range 1.47 3.04 1.57 106.8% 4.22
ATR 1.82 1.91 0.09 4.8% 0.00
Volume
Daily Pivots for day following 15-Nov-2022
Classic Woodie Camarilla DeMark
R4 33.77 32.19 26.21
R3 30.73 29.15 25.38
R2 27.69 27.69 25.10
R1 26.11 26.11 24.82 26.90
PP 24.65 24.65 24.65 25.04
S1 23.07 23.07 24.26 23.86
S2 21.61 21.61 23.98
S3 18.57 20.03 23.70
S4 15.53 16.99 22.87
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 36.49 33.72 24.84
R3 32.27 29.50 23.68
R2 28.05 28.05 23.29
R1 25.28 25.28 22.91 24.56
PP 23.83 23.83 23.83 23.46
S1 21.06 21.06 22.13 20.34
S2 19.61 19.61 21.75
S3 15.39 16.84 21.36
S4 11.17 12.62 20.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.59 22.37 4.22 17.2% 2.23 9.1% 51% False False
10 26.87 22.37 4.50 18.3% 1.91 7.8% 48% False False
20 31.90 22.37 9.53 38.8% 1.58 6.5% 23% False False
40 34.88 22.37 12.51 51.0% 2.09 8.5% 17% False False
60 34.88 21.67 13.21 53.8% 2.13 8.7% 22% False False
80 34.88 19.12 15.76 64.2% 1.96 8.0% 34% False False
100 34.88 19.12 15.76 64.2% 1.93 7.9% 34% False False
120 35.00 19.12 15.88 64.7% 2.01 8.2% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.14
2.618 34.18
1.618 31.14
1.000 29.26
0.618 28.10
HIGH 26.22
0.618 25.06
0.500 24.70
0.382 24.34
LOW 23.18
0.618 21.30
1.000 20.14
1.618 18.26
2.618 15.22
4.250 10.26
Fisher Pivots for day following 15-Nov-2022
Pivot 1 day 3 day
R1 24.70 24.46
PP 24.65 24.38
S1 24.59 24.30

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

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