CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 23.77 24.29 0.52 2.2% 25.67
High 26.22 24.69 -1.53 -5.8% 26.59
Low 23.18 23.99 0.81 3.5% 22.37
Close 24.54 24.11 -0.43 -1.8% 22.52
Range 3.04 0.70 -2.34 -77.0% 4.22
ATR 1.91 1.82 -0.09 -4.5% 0.00
Volume
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 26.36 25.94 24.50
R3 25.66 25.24 24.30
R2 24.96 24.96 24.24
R1 24.54 24.54 24.17 24.40
PP 24.26 24.26 24.26 24.20
S1 23.84 23.84 24.05 23.70
S2 23.56 23.56 23.98
S3 22.86 23.14 23.92
S4 22.16 22.44 23.73
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 17.5% 2.10 8.7% 41% False False
10 26.87 22.37 4.50 18.7% 1.86 7.7% 39% False False
20 31.32 22.37 8.95 37.1% 1.56 6.5% 19% False False
40 34.88 22.37 12.51 51.9% 2.00 8.3% 14% False False
60 34.88 21.67 13.21 54.8% 2.12 8.8% 18% False False
80 34.88 19.12 15.76 65.4% 1.95 8.1% 32% False False
100 34.88 19.12 15.76 65.4% 1.92 8.0% 32% False False
120 35.00 19.12 15.88 65.9% 2.00 8.3% 31% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 27.67
2.618 26.52
1.618 25.82
1.000 25.39
0.618 25.12
HIGH 24.69
0.618 24.42
0.500 24.34
0.382 24.26
LOW 23.99
0.618 23.56
1.000 23.29
1.618 22.86
2.618 22.16
4.250 21.02
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 24.34 24.54
PP 24.26 24.40
S1 24.19 24.25

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

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