CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 16.11 15.06 -1.05 -6.5% 16.14
High 16.39 16.14 -0.25 -1.5% 18.06
Low 14.90 14.73 -0.17 -1.1% 14.90
Close 15.10 15.44 0.34 2.3% 16.26
Range 1.49 1.41 -0.08 -5.4% 3.16
ATR 1.79 1.77 -0.03 -1.5% 0.00
Volume
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 19.67 18.96 16.22
R3 18.26 17.55 15.83
R2 16.85 16.85 15.70
R1 16.14 16.14 15.57 16.50
PP 15.44 15.44 15.44 15.61
S1 14.73 14.73 15.31 15.09
S2 14.03 14.03 15.18
S3 12.62 13.32 15.05
S4 11.21 11.91 14.66
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 25.89 24.23 18.00
R3 22.73 21.07 17.13
R2 19.57 19.57 16.84
R1 17.91 17.91 16.55 18.74
PP 16.41 16.41 16.41 16.82
S1 14.75 14.75 15.97 15.58
S2 13.25 13.25 15.68
S3 10.09 11.59 15.39
S4 6.93 8.43 14.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.06 14.73 3.33 21.6% 1.39 9.0% 21% False True
10 18.06 14.73 3.33 21.6% 1.42 9.2% 21% False True
20 20.81 14.73 6.08 39.4% 1.43 9.2% 12% False True
40 28.79 14.73 14.06 91.1% 2.21 14.3% 5% False True
60 28.79 14.73 14.06 91.1% 2.13 13.8% 5% False True
80 28.79 14.73 14.06 91.1% 2.07 13.4% 5% False True
100 28.79 14.10 14.69 95.1% 2.06 13.4% 9% False False
120 28.79 14.10 14.69 95.1% 2.07 13.4% 9% 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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22.13
2.618 19.83
1.618 18.42
1.000 17.55
0.618 17.01
HIGH 16.14
0.618 15.60
0.500 15.44
0.382 15.27
LOW 14.73
0.618 13.86
1.000 13.32
1.618 12.45
2.618 11.04
4.250 8.74
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 15.44 15.69
PP 15.44 15.61
S1 15.44 15.52

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

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