CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 20.24 19.17 -1.07 -5.3% 17.03
High 20.91 20.96 0.05 0.2% 19.01
Low 19.03 18.52 -0.51 -2.7% 16.03
Close 19.38 18.58 -0.80 -4.1% 17.91
Range 1.88 2.44 0.56 29.8% 2.98
ATR 1.69 1.74 0.05 3.2% 0.00
Volume
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 26.67 25.07 19.92
R3 24.23 22.63 19.25
R2 21.79 21.79 19.03
R1 20.19 20.19 18.80 19.77
PP 19.35 19.35 19.35 19.15
S1 17.75 17.75 18.36 17.33
S2 16.91 16.91 18.13
S3 14.47 15.31 17.91
S4 12.03 12.87 17.24
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 26.59 25.23 19.55
R3 23.61 22.25 18.73
R2 20.63 20.63 18.46
R1 19.27 19.27 18.18 19.95
PP 17.65 17.65 17.65 17.99
S1 16.29 16.29 17.64 16.97
S2 14.67 14.67 17.36
S3 11.69 13.31 17.09
S4 8.71 10.33 16.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.96 16.38 4.58 24.7% 2.02 10.9% 48% True False
10 20.96 16.03 4.93 26.5% 1.57 8.4% 52% True False
20 20.96 14.73 6.23 33.5% 1.55 8.3% 62% True False
40 24.89 14.73 10.16 54.7% 1.76 9.5% 38% False False
60 28.79 14.73 14.06 75.7% 2.01 10.8% 27% False False
80 28.79 14.73 14.06 75.7% 1.96 10.5% 27% False False
100 28.79 14.73 14.06 75.7% 2.00 10.7% 27% False False
120 28.79 14.10 14.69 79.1% 2.01 10.8% 30% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 31.33
2.618 27.35
1.618 24.91
1.000 23.40
0.618 22.47
HIGH 20.96
0.618 20.03
0.500 19.74
0.382 19.45
LOW 18.52
0.618 17.01
1.000 16.08
1.618 14.57
2.618 12.13
4.250 8.15
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 19.74 19.16
PP 19.35 18.96
S1 18.97 18.77

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

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