CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Nov-2024
Day Change Summary
Previous Current
25-Nov-2024 26-Nov-2024 Change Change % Previous Week
Open 15.23 14.95 -0.28 -1.8% 16.60
High 15.72 15.03 -0.69 -4.4% 18.79
Low 14.54 13.88 -0.66 -4.5% 15.24
Close 14.60 14.10 -0.50 -3.4% 15.24
Range 1.18 1.15 -0.03 -2.5% 3.55
ATR 1.86 1.81 -0.05 -2.7% 0.00
Volume
Daily Pivots for day following 26-Nov-2024
Classic Woodie Camarilla DeMark
R4 17.79 17.09 14.73
R3 16.64 15.94 14.42
R2 15.49 15.49 14.31
R1 14.79 14.79 14.21 14.57
PP 14.34 14.34 14.34 14.22
S1 13.64 13.64 13.99 13.42
S2 13.19 13.19 13.89
S3 12.04 12.49 13.78
S4 10.89 11.34 13.47
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 27.07 24.71 17.19
R3 23.52 21.16 16.22
R2 19.97 19.97 15.89
R1 17.61 17.61 15.57 17.02
PP 16.42 16.42 16.42 16.13
S1 14.06 14.06 14.91 13.47
S2 12.87 12.87 14.59
S3 9.32 10.51 14.26
S4 5.77 6.96 13.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.79 13.88 4.91 34.8% 1.93 13.7% 4% False True
10 18.79 13.59 5.20 36.9% 1.91 13.5% 10% False False
20 23.42 13.59 9.83 69.7% 1.59 11.3% 5% False False
40 23.42 13.59 9.83 69.7% 1.55 11.0% 5% False False
60 23.76 13.59 10.17 72.1% 1.68 11.9% 5% False False
80 34.77 13.59 21.18 150.2% 2.02 14.4% 2% False False
100 65.73 10.62 55.11 390.9% 2.47 17.5% 6% False False
120 65.73 10.62 55.11 390.9% 2.20 15.6% 6% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 19.92
2.618 18.04
1.618 16.89
1.000 16.18
0.618 15.74
HIGH 15.03
0.618 14.59
0.500 14.46
0.382 14.32
LOW 13.88
0.618 13.17
1.000 12.73
1.618 12.02
2.618 10.87
4.250 8.99
Fisher Pivots for day following 26-Nov-2024
Pivot 1 day 3 day
R1 14.46 15.72
PP 14.34 15.18
S1 14.22 14.64

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

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