CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 20.83 20.42 -0.41 -2.0% 22.09
High 21.06 20.96 -0.10 -0.5% 22.63
Low 19.80 18.95 -0.85 -4.3% 18.95
Close 19.84 19.06 -0.78 -3.9% 19.06
Range 1.26 2.01 0.75 59.5% 3.68
ATR 1.62 1.65 0.03 1.7% 0.00
Volume
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 25.69 24.38 20.17
R3 23.68 22.37 19.61
R2 21.67 21.67 19.43
R1 20.36 20.36 19.24 20.01
PP 19.66 19.66 19.66 19.48
S1 18.35 18.35 18.88 18.00
S2 17.65 17.65 18.69
S3 15.64 16.34 18.51
S4 13.63 14.33 17.95
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 31.25 28.84 21.08
R3 27.57 25.16 20.07
R2 23.89 23.89 19.73
R1 21.48 21.48 19.40 20.85
PP 20.21 20.21 20.21 19.90
S1 17.80 17.80 18.72 17.17
S2 16.53 16.53 18.39
S3 12.85 14.12 18.05
S4 9.17 10.44 17.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.63 18.95 3.68 19.3% 1.43 7.5% 3% False True
10 24.12 18.95 5.17 27.1% 1.37 7.2% 2% False True
20 26.59 18.95 7.64 40.1% 1.59 8.3% 1% False True
40 34.53 18.95 15.58 81.7% 1.56 8.2% 1% False True
60 34.88 18.95 15.93 83.6% 1.93 10.1% 1% False True
80 34.88 18.95 15.93 83.6% 1.92 10.1% 1% False True
100 34.88 18.95 15.93 83.6% 1.86 9.7% 1% False True
120 34.88 18.95 15.93 83.6% 1.93 10.1% 1% False True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.50
2.618 26.22
1.618 24.21
1.000 22.97
0.618 22.20
HIGH 20.96
0.618 20.19
0.500 19.96
0.382 19.72
LOW 18.95
0.618 17.71
1.000 16.94
1.618 15.70
2.618 13.69
4.250 10.41
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 19.96 20.79
PP 19.66 20.21
S1 19.36 19.64

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

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