CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 24.05 22.59 -1.46 -6.1% 23.99
High 24.12 22.71 -1.41 -5.8% 26.22
Low 22.30 21.28 -1.02 -4.6% 22.86
Close 22.36 21.29 -1.07 -4.8% 23.12
Range 1.82 1.43 -0.39 -21.4% 3.36
ATR 1.75 1.73 -0.02 -1.3% 0.00
Volume
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 26.05 25.10 22.08
R3 24.62 23.67 21.68
R2 23.19 23.19 21.55
R1 22.24 22.24 21.42 22.00
PP 21.76 21.76 21.76 21.64
S1 20.81 20.81 21.16 20.57
S2 20.33 20.33 21.03
S3 18.90 19.38 20.90
S4 17.47 17.95 20.50
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 34.15 31.99 24.97
R3 30.79 28.63 24.04
R2 27.43 27.43 23.74
R1 25.27 25.27 23.43 24.67
PP 24.07 24.07 24.07 23.77
S1 21.91 21.91 22.81 21.31
S2 20.71 20.71 22.50
S3 17.35 18.55 22.20
S4 13.99 15.19 21.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.18 21.28 3.90 18.3% 1.29 6.1% 0% False True
10 26.59 21.28 5.31 24.9% 1.76 8.3% 0% False True
20 28.52 21.28 7.24 34.0% 1.56 7.3% 0% False True
40 34.88 21.28 13.60 63.9% 1.81 8.5% 0% False True
60 34.88 21.28 13.60 63.9% 2.05 9.6% 0% False True
80 34.88 19.12 15.76 74.0% 1.96 9.2% 14% False False
100 34.88 19.12 15.76 74.0% 1.89 8.9% 14% False False
120 35.00 19.12 15.88 74.6% 1.98 9.3% 14% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.79
2.618 26.45
1.618 25.02
1.000 24.14
0.618 23.59
HIGH 22.71
0.618 22.16
0.500 22.00
0.382 21.83
LOW 21.28
0.618 20.40
1.000 19.85
1.618 18.97
2.618 17.54
4.250 15.20
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 22.00 22.70
PP 21.76 22.23
S1 21.53 21.76

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

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