CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Nov-2024
Day Change Summary
Previous Current
11-Nov-2024 12-Nov-2024 Change Change % Previous Week
Open 15.33 15.09 -0.24 -1.6% 22.50
High 15.56 15.37 -0.19 -1.2% 23.07
Low 14.89 14.69 -0.20 -1.3% 14.66
Close 14.97 14.71 -0.26 -1.7% 14.94
Range 0.67 0.68 0.01 1.5% 8.41
ATR 1.78 1.70 -0.08 -4.4% 0.00
Volume
Daily Pivots for day following 12-Nov-2024
Classic Woodie Camarilla DeMark
R4 16.96 16.52 15.08
R3 16.28 15.84 14.90
R2 15.60 15.60 14.83
R1 15.16 15.16 14.77 15.04
PP 14.92 14.92 14.92 14.87
S1 14.48 14.48 14.65 14.36
S2 14.24 14.24 14.59
S3 13.56 13.80 14.52
S4 12.88 13.12 14.34
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 42.79 37.27 19.57
R3 34.38 28.86 17.25
R2 25.97 25.97 16.48
R1 20.45 20.45 15.71 19.01
PP 17.56 17.56 17.56 16.83
S1 12.04 12.04 14.17 10.60
S2 9.15 9.15 13.40
S3 0.74 3.63 12.63
S4 -7.67 -4.78 10.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.82 14.66 2.16 14.7% 0.83 5.6% 2% False False
10 23.42 14.66 8.76 59.6% 1.27 8.6% 1% False False
20 23.42 14.66 8.76 59.6% 1.37 9.3% 1% False False
40 23.42 14.66 8.76 59.6% 1.45 9.9% 1% False False
60 23.76 14.66 9.10 61.9% 1.70 11.5% 1% False False
80 65.73 13.90 51.83 352.3% 2.65 18.0% 2% False False
100 65.73 10.62 55.11 374.6% 2.35 16.0% 7% False False
120 65.73 10.62 55.11 374.6% 2.13 14.5% 7% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 18.26
2.618 17.15
1.618 16.47
1.000 16.05
0.618 15.79
HIGH 15.37
0.618 15.11
0.500 15.03
0.382 14.95
LOW 14.69
0.618 14.27
1.000 14.01
1.618 13.59
2.618 12.91
4.250 11.80
Fisher Pivots for day following 12-Nov-2024
Pivot 1 day 3 day
R1 15.03 15.11
PP 14.92 14.98
S1 14.82 14.84

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

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