CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 21.70 20.83 -0.87 -4.0% 24.05
High 22.63 21.06 -1.57 -6.9% 24.12
Low 20.33 19.80 -0.53 -2.6% 20.32
Close 20.58 19.84 -0.74 -3.6% 20.50
Range 2.30 1.26 -1.04 -45.2% 3.80
ATR 1.65 1.62 -0.03 -1.7% 0.00
Volume
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 24.01 23.19 20.53
R3 22.75 21.93 20.19
R2 21.49 21.49 20.07
R1 20.67 20.67 19.96 20.45
PP 20.23 20.23 20.23 20.13
S1 19.41 19.41 19.72 19.19
S2 18.97 18.97 19.61
S3 17.71 18.15 19.49
S4 16.45 16.89 19.15
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 19.80 2.83 14.3% 1.16 5.8% 1% False True
10 25.18 19.80 5.38 27.1% 1.30 6.6% 1% False True
20 26.87 19.80 7.07 35.6% 1.58 8.0% 1% False True
40 34.53 19.80 14.73 74.2% 1.56 7.9% 0% False True
60 34.88 19.80 15.08 76.0% 1.94 9.8% 0% False True
80 34.88 19.12 15.76 79.4% 1.93 9.7% 5% False False
100 34.88 19.12 15.76 79.4% 1.86 9.4% 5% False False
120 35.00 19.12 15.88 80.0% 1.94 9.8% 5% 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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.42
2.618 24.36
1.618 23.10
1.000 22.32
0.618 21.84
HIGH 21.06
0.618 20.58
0.500 20.43
0.382 20.28
LOW 19.80
0.618 19.02
1.000 18.54
1.618 17.76
2.618 16.50
4.250 14.45
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 20.43 21.22
PP 20.23 20.76
S1 20.04 20.30

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

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