CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	15.06	15.59	0.53	3.5%	16.85
High	16.14	17.02	0.88	5.5%	17.70
Low	14.73	14.95	0.22	1.5%	14.73
Close	15.44	16.48	1.04	6.7%	16.48
Range	1.41	2.07	0.66	46.8%	2.97
ATR	1.77	1.79	0.02	1.2%	0.00
Volume

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	22.36	21.49	17.62
R3	20.29	19.42	17.05
R2	18.22	18.22	16.86
R1	17.35	17.35	16.67	17.79
PP	16.15	16.15	16.15	16.37
S1	15.28	15.28	16.29	15.72
S2	14.08	14.08	16.10
S3	12.01	13.21	15.91
S4	9.94	11.14	15.34

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	25.21	23.82	18.11
R3	22.24	20.85	17.30
R2	19.27	19.27	17.02
R1	17.88	17.88	16.75	17.09
PP	16.30	16.30	16.30	15.91
S1	14.91	14.91	16.21	14.12
S2	13.33	13.33	15.94
S3	10.36	11.94	15.66
S4	7.39	8.97	14.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17.70	14.73	2.97	18.0%	1.42	8.6%	59%	False	False
10	18.06	14.73	3.33	20.2%	1.48	9.0%	53%	False	False
20	20.81	14.73	6.08	36.9%	1.44	8.8%	29%	False	False
40	28.79	14.73	14.06	85.3%	2.16	13.1%	12%	False	False
60	28.79	14.73	14.06	85.3%	2.15	13.0%	12%	False	False
80	28.79	14.73	14.06	85.3%	2.07	12.6%	12%	False	False
100	28.79	14.10	14.69	89.1%	2.06	12.5%	16%	False	False
120	28.79	14.10	14.69	89.1%	2.06	12.5%	16%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	25.82
2.618	22.44
1.618	20.37
1.000	19.09
0.618	18.30
HIGH	17.02
0.618	16.23
0.500	15.99
0.382	15.74
LOW	14.95
0.618	13.67
1.000	12.88
1.618	11.60
2.618	9.53
4.250	6.15

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	16.32	16.28
PP	16.15	16.08
S1	15.99	15.88

Download as Excel Spreadsheet

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

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