CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 21.13 19.86 -1.27 -6.0% 21.83
High 21.16 19.86 -1.30 -6.1% 23.08
Low 19.55 17.97 -1.58 -8.1% 18.65
Close 19.75 18.14 -1.61 -8.2% 21.27
Range 1.61 1.89 0.28 17.4% 4.43
ATR 2.08 2.06 -0.01 -0.6% 0.00
Volume
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 24.33 23.12 19.18
R3 22.44 21.23 18.66
R2 20.55 20.55 18.49
R1 19.34 19.34 18.31 19.00
PP 18.66 18.66 18.66 18.49
S1 17.45 17.45 17.97 17.11
S2 16.77 16.77 17.79
S3 14.88 15.56 17.62
S4 12.99 13.67 17.10
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 17.97 4.10 22.6% 1.99 11.0% 4% False True
10 23.08 17.88 5.20 28.7% 2.17 12.0% 5% False False
20 23.08 15.44 7.64 42.1% 2.22 12.2% 35% False False
40 23.08 12.68 10.40 57.3% 1.84 10.2% 53% False False
60 23.08 12.68 10.40 57.3% 1.68 9.3% 53% False False
80 23.08 12.68 10.40 57.3% 1.51 8.3% 53% False False
100 23.08 12.68 10.40 57.3% 1.39 7.6% 53% False False
120 23.08 12.68 10.40 57.3% 1.38 7.6% 53% False False
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.89
2.618 24.81
1.618 22.92
1.000 21.75
0.618 21.03
HIGH 19.86
0.618 19.14
0.500 18.92
0.382 18.69
LOW 17.97
0.618 16.80
1.000 16.08
1.618 14.91
2.618 13.02
4.250 9.94
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 18.92 20.02
PP 18.66 19.39
S1 18.40 18.77

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

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