CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 20.61 22.09 1.48 7.2% 24.05
High 21.11 22.50 1.39 6.6% 24.12
Low 20.46 21.65 1.19 5.8% 20.32
Close 20.50 22.21 1.71 8.3% 20.50
Range 0.65 0.85 0.20 30.8% 3.80
ATR 1.64 1.67 0.03 1.6% 0.00
Volume
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 24.67 24.29 22.68
R3 23.82 23.44 22.44
R2 22.97 22.97 22.37
R1 22.59 22.59 22.29 22.78
PP 22.12 22.12 22.12 22.22
S1 21.74 21.74 22.13 21.93
S2 21.27 21.27 22.05
S3 20.42 20.89 21.98
S4 19.57 20.04 21.74
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 33.05 30.57 22.59
R3 29.25 26.77 21.55
R2 25.45 25.45 21.20
R1 22.97 22.97 20.85 22.31
PP 21.65 21.65 21.65 21.32
S1 19.17 19.17 20.15 18.51
S2 17.85 17.85 19.80
S3 14.05 15.37 19.46
S4 10.25 11.57 18.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.12 20.32 3.80 17.1% 1.24 5.6% 50% False False
10 26.22 20.32 5.90 26.6% 1.39 6.3% 32% False False
20 27.07 20.32 6.75 30.4% 1.52 6.8% 28% False False
40 34.53 20.32 14.21 64.0% 1.61 7.2% 13% False False
60 34.88 20.32 14.56 65.6% 2.00 9.0% 13% False False
80 34.88 19.12 15.76 71.0% 1.93 8.7% 20% False False
100 34.88 19.12 15.76 71.0% 1.87 8.4% 20% False False
120 35.00 19.12 15.88 71.5% 1.96 8.8% 19% 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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.11
2.618 24.73
1.618 23.88
1.000 23.35
0.618 23.03
HIGH 22.50
0.618 22.18
0.500 22.08
0.382 21.97
LOW 21.65
0.618 21.12
1.000 20.80
1.618 20.27
2.618 19.42
4.250 18.04
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 22.17 21.94
PP 22.12 21.68
S1 22.08 21.41

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

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