CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 22.09 21.70 -0.39 -1.8% 24.05
High 22.57 22.63 0.06 0.3% 24.12
Low 21.83 20.33 -1.50 -6.9% 20.32
Close 21.89 20.58 -1.31 -6.0% 20.50
Range 0.74 2.30 1.56 210.8% 3.80
ATR 1.60 1.65 0.05 3.1% 0.00
Volume
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 28.08 26.63 21.85
R3 25.78 24.33 21.21
R2 23.48 23.48 21.00
R1 22.03 22.03 20.79 21.61
PP 21.18 21.18 21.18 20.97
S1 19.73 19.73 20.37 19.31
S2 18.88 18.88 20.16
S3 16.58 17.43 19.95
S4 14.28 15.13 19.32
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 22.63 20.32 2.31 11.2% 1.20 5.8% 11% True False
10 25.18 20.32 4.86 23.6% 1.25 6.1% 5% False False
20 26.87 20.32 6.55 31.8% 1.58 7.7% 4% False False
40 34.53 20.32 14.21 69.0% 1.57 7.6% 2% False False
60 34.88 20.32 14.56 70.7% 1.96 9.5% 2% False False
80 34.88 19.12 15.76 76.6% 1.93 9.4% 9% False False
100 34.88 19.12 15.76 76.6% 1.87 9.1% 9% False False
120 35.00 19.12 15.88 77.2% 1.96 9.5% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 32.41
2.618 28.65
1.618 26.35
1.000 24.93
0.618 24.05
HIGH 22.63
0.618 21.75
0.500 21.48
0.382 21.21
LOW 20.33
0.618 18.91
1.000 18.03
1.618 16.61
2.618 14.31
4.250 10.56
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 21.48 21.48
PP 21.18 21.18
S1 20.88 20.88

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

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