CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 19.86 18.02 -1.84 -9.3% 21.83
High 19.86 18.42 -1.44 -7.3% 23.08
Low 17.97 16.63 -1.34 -7.5% 18.65
Close 18.14 16.87 -1.27 -7.0% 21.27
Range 1.89 1.79 -0.10 -5.3% 4.43
ATR 2.06 2.04 -0.02 -0.9% 0.00
Volume
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 22.68 21.56 17.85
R3 20.89 19.77 17.36
R2 19.10 19.10 17.20
R1 17.98 17.98 17.03 17.65
PP 17.31 17.31 17.31 17.14
S1 16.19 16.19 16.71 15.86
S2 15.52 15.52 16.54
S3 13.73 14.40 16.38
S4 11.94 12.61 15.89
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 16.63 5.44 32.2% 1.88 11.1% 4% False True
10 23.08 16.63 6.45 38.2% 2.12 12.6% 4% False True
20 23.08 15.44 7.64 45.3% 2.18 12.9% 19% False False
40 23.08 12.68 10.40 61.6% 1.86 11.0% 40% False False
60 23.08 12.68 10.40 61.6% 1.68 9.9% 40% False False
80 23.08 12.68 10.40 61.6% 1.52 9.0% 40% False False
100 23.08 12.68 10.40 61.6% 1.40 8.3% 40% False False
120 23.08 12.68 10.40 61.6% 1.38 8.2% 40% 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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.03
2.618 23.11
1.618 21.32
1.000 20.21
0.618 19.53
HIGH 18.42
0.618 17.74
0.500 17.53
0.382 17.31
LOW 16.63
0.618 15.52
1.000 14.84
1.618 13.73
2.618 11.94
4.250 9.02
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 17.53 18.90
PP 17.31 18.22
S1 17.09 17.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.