CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Nov-2024
Day Change Summary
Previous Current
20-Nov-2024 21-Nov-2024 Change Change % Previous Week
Open 16.19 17.10 0.91 5.6% 15.33
High 18.79 17.99 -0.80 -4.3% 17.55
Low 16.04 15.73 -0.31 -1.9% 13.59
Close 17.16 16.87 -0.29 -1.7% 16.14
Range 2.75 2.26 -0.49 -17.8% 3.96
ATR 1.85 1.88 0.03 1.6% 0.00
Volume
Daily Pivots for day following 21-Nov-2024
Classic Woodie Camarilla DeMark
R4 23.64 22.52 18.11
R3 21.38 20.26 17.49
R2 19.12 19.12 17.28
R1 18.00 18.00 17.08 17.43
PP 16.86 16.86 16.86 16.58
S1 15.74 15.74 16.66 15.17
S2 14.60 14.60 16.46
S3 12.34 13.48 16.25
S4 10.08 11.22 15.63
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 27.64 25.85 18.32
R3 23.68 21.89 17.23
R2 19.72 19.72 16.87
R1 17.93 17.93 16.50 18.83
PP 15.76 15.76 15.76 16.21
S1 13.97 13.97 15.78 14.87
S2 11.80 11.80 15.41
S3 7.84 10.01 15.05
S4 3.88 6.05 13.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.79 14.56 4.23 25.1% 2.44 14.5% 55% False False
10 18.79 13.59 5.20 30.8% 1.65 9.8% 63% False False
20 23.42 13.59 9.83 58.3% 1.59 9.4% 33% False False
40 23.42 13.59 9.83 58.3% 1.61 9.5% 33% False False
60 23.76 13.59 10.17 60.3% 1.76 10.4% 32% False False
80 65.73 13.59 52.14 309.1% 2.66 15.8% 6% False False
100 65.73 10.62 55.11 326.7% 2.44 14.5% 11% False False
120 65.73 10.62 55.11 326.7% 2.18 12.9% 11% 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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 27.60
2.618 23.91
1.618 21.65
1.000 20.25
0.618 19.39
HIGH 17.99
0.618 17.13
0.500 16.86
0.382 16.59
LOW 15.73
0.618 14.33
1.000 13.47
1.618 12.07
2.618 9.81
4.250 6.13
Fisher Pivots for day following 21-Nov-2024
Pivot 1 day 3 day
R1 16.87 17.08
PP 16.86 17.01
S1 16.86 16.94

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

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