CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Nov-2024
Day Change Summary
Previous Current
01-Nov-2024 04-Nov-2024 Change Change % Previous Week
Open 22.96 22.50 -0.46 -2.0% 19.11
High 23.09 23.07 -0.02 -0.1% 23.42
Low 21.16 21.73 0.57 2.7% 18.91
Close 21.88 21.98 0.10 0.5% 21.88
Range 1.93 1.34 -0.59 -30.6% 4.51
ATR 1.81 1.78 -0.03 -1.9% 0.00
Volume
Daily Pivots for day following 04-Nov-2024
Classic Woodie Camarilla DeMark
R4 26.28 25.47 22.72
R3 24.94 24.13 22.35
R2 23.60 23.60 22.23
R1 22.79 22.79 22.10 22.53
PP 22.26 22.26 22.26 22.13
S1 21.45 21.45 21.86 21.19
S2 20.92 20.92 21.73
S3 19.58 20.11 21.61
S4 18.24 18.77 21.24
Weekly Pivots for week ending 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 34.93 32.92 24.36
R3 30.42 28.41 23.12
R2 25.91 25.91 22.71
R1 23.90 23.90 22.29 24.91
PP 21.40 21.40 21.40 21.91
S1 19.39 19.39 21.47 20.40
S2 16.89 16.89 21.05
S3 12.38 14.88 20.64
S4 7.87 10.37 19.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.42 19.06 4.36 19.8% 1.64 7.4% 67% False False
10 23.42 18.05 5.37 24.4% 1.67 7.6% 73% False False
20 23.42 17.99 5.43 24.7% 1.45 6.6% 73% False False
40 23.42 14.90 8.52 38.8% 1.57 7.1% 83% False False
60 23.76 14.46 9.30 42.3% 1.80 8.2% 81% False False
80 65.73 10.62 55.11 250.7% 2.74 12.5% 21% False False
100 65.73 10.62 55.11 250.7% 2.35 10.7% 21% False False
120 65.73 10.62 55.11 250.7% 2.12 9.6% 21% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 28.77
2.618 26.58
1.618 25.24
1.000 24.41
0.618 23.90
HIGH 23.07
0.618 22.56
0.500 22.40
0.382 22.24
LOW 21.73
0.618 20.90
1.000 20.39
1.618 19.56
2.618 18.22
4.250 16.04
Fisher Pivots for day following 04-Nov-2024
Pivot 1 day 3 day
R1 22.40 22.27
PP 22.26 22.17
S1 22.12 22.08

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

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