CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 22.59 21.49 -1.10 -4.9% 23.99
High 22.71 21.78 -0.93 -4.1% 26.22
Low 21.28 20.32 -0.96 -4.5% 22.86
Close 21.29 20.35 -0.94 -4.4% 23.12
Range 1.43 1.46 0.03 2.1% 3.36
ATR 1.73 1.71 -0.02 -1.1% 0.00
Volume
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 25.20 24.23 21.15
R3 23.74 22.77 20.75
R2 22.28 22.28 20.62
R1 21.31 21.31 20.48 21.07
PP 20.82 20.82 20.82 20.69
S1 19.85 19.85 20.22 19.61
S2 19.36 19.36 20.08
S3 17.90 18.39 19.95
S4 16.44 16.93 19.55
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 20.32 4.86 23.9% 1.44 7.1% 1% False True
10 26.59 20.32 6.27 30.8% 1.77 8.7% 0% False True
20 27.67 20.32 7.35 36.1% 1.57 7.7% 0% False True
40 34.53 20.32 14.21 69.8% 1.72 8.5% 0% False True
60 34.88 20.32 14.56 71.5% 2.03 10.0% 0% False True
80 34.88 19.12 15.76 77.4% 1.95 9.6% 8% False False
100 34.88 19.12 15.76 77.4% 1.88 9.3% 8% False False
120 35.00 19.12 15.88 78.0% 1.98 9.7% 8% 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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.99
2.618 25.60
1.618 24.14
1.000 23.24
0.618 22.68
HIGH 21.78
0.618 21.22
0.500 21.05
0.382 20.88
LOW 20.32
0.618 19.42
1.000 18.86
1.618 17.96
2.618 16.50
4.250 14.12
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 21.05 22.22
PP 20.82 21.60
S1 20.58 20.97

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

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