CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 20.39 21.13 0.74 3.6% 21.83
High 22.07 21.16 -0.91 -4.1% 23.08
Low 19.72 19.55 -0.17 -0.9% 18.65
Close 21.27 19.75 -1.52 -7.1% 21.27
Range 2.35 1.61 -0.74 -31.5% 4.43
ATR 2.11 2.08 -0.03 -1.3% 0.00
Volume
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 24.98 23.98 20.64
R3 23.37 22.37 20.19
R2 21.76 21.76 20.05
R1 20.76 20.76 19.90 20.46
PP 20.15 20.15 20.15 20.00
S1 19.15 19.15 19.60 18.85
S2 18.54 18.54 19.45
S3 16.93 17.54 19.31
S4 15.32 15.93 18.86
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 34.29 32.21 23.71
R3 29.86 27.78 22.49
R2 25.43 25.43 22.08
R1 23.35 23.35 21.68 22.18
PP 21.00 21.00 21.00 20.41
S1 18.92 18.92 20.86 17.75
S2 16.57 16.57 20.46
S3 12.14 14.49 20.05
S4 7.71 10.06 18.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.07 18.65 3.42 17.3% 1.93 9.8% 32% False False
10 23.08 16.97 6.11 30.9% 2.14 10.8% 45% False False
20 23.08 15.44 7.64 38.7% 2.27 11.5% 56% False False
40 23.08 12.68 10.40 52.7% 1.82 9.2% 68% False False
60 23.08 12.68 10.40 52.7% 1.68 8.5% 68% False False
80 23.08 12.68 10.40 52.7% 1.50 7.6% 68% False False
100 23.08 12.68 10.40 52.7% 1.37 7.0% 68% False False
120 23.08 12.68 10.40 52.7% 1.38 7.0% 68% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 28.00
2.618 25.37
1.618 23.76
1.000 22.77
0.618 22.15
HIGH 21.16
0.618 20.54
0.500 20.36
0.382 20.17
LOW 19.55
0.618 18.56
1.000 17.94
1.618 16.95
2.618 15.34
4.250 12.71
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 20.36 20.81
PP 20.15 20.46
S1 19.95 20.10

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

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