CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 20.30 20.69 0.39 1.9% 22.09
High 21.29 22.60 1.31 6.2% 22.63
Low 19.78 20.38 0.60 3.0% 18.95
Close 20.75 22.17 1.42 6.8% 19.06
Range 1.51 2.22 0.71 47.0% 3.68
ATR 1.69 1.73 0.04 2.2% 0.00
Volume
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 28.38 27.49 23.39
R3 26.16 25.27 22.78
R2 23.94 23.94 22.58
R1 23.05 23.05 22.37 23.50
PP 21.72 21.72 21.72 21.94
S1 20.83 20.83 21.97 21.28
S2 19.50 19.50 21.76
S3 17.28 18.61 21.56
S4 15.06 16.39 20.95
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 16.6% 1.86 8.4% 88% False False
10 22.71 18.95 3.76 17.0% 1.44 6.5% 86% False False
20 26.59 18.95 7.64 34.5% 1.63 7.3% 42% False False
40 34.53 18.95 15.58 70.3% 1.55 7.0% 21% False False
60 34.88 18.95 15.93 71.9% 1.96 8.8% 20% False False
80 34.88 18.95 15.93 71.9% 1.94 8.8% 20% False False
100 34.88 18.95 15.93 71.9% 1.84 8.3% 20% False False
120 34.88 18.95 15.93 71.9% 1.90 8.6% 20% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 32.04
2.618 28.41
1.618 26.19
1.000 24.82
0.618 23.97
HIGH 22.60
0.618 21.75
0.500 21.49
0.382 21.23
LOW 20.38
0.618 19.01
1.000 18.16
1.618 16.79
2.618 14.57
4.250 10.95
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 21.94 21.71
PP 21.72 21.24
S1 21.49 20.78

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

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