CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 19.17 26.62 7.45 38.9% 18.20
High 20.96 28.99 8.03 38.3% 28.99
Low 18.52 23.88 5.36 28.9% 17.35
Close 18.58 28.62 10.04 54.0% 28.62
Range 2.44 5.11 2.67 109.4% 11.64
ATR 1.74 2.36 0.62 35.5% 0.00
Volume
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 42.49 40.67 31.43
R3 37.38 35.56 30.03
R2 32.27 32.27 29.56
R1 30.45 30.45 29.09 31.36
PP 27.16 27.16 27.16 27.62
S1 25.34 25.34 28.15 26.25
S2 22.05 22.05 27.68
S3 16.94 20.23 27.21
S4 11.83 15.12 25.81
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 59.91 55.90 35.02
R3 48.27 44.26 31.82
R2 36.63 36.63 30.75
R1 32.62 32.62 29.69 34.63
PP 24.99 24.99 24.99 25.99
S1 20.98 20.98 27.55 22.99
S2 13.35 13.35 26.49
S3 1.71 9.34 25.42
S4 -9.93 -2.30 22.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.99 17.23 11.76 41.1% 2.69 9.4% 97% True False
10 28.99 16.03 12.96 45.3% 1.97 6.9% 97% True False
20 28.99 14.73 14.26 49.8% 1.76 6.1% 97% True False
40 28.99 14.73 14.26 49.8% 1.78 6.2% 97% True False
60 28.99 14.73 14.26 49.8% 2.08 7.3% 97% True False
80 28.99 14.73 14.26 49.8% 2.01 7.0% 97% True False
100 28.99 14.73 14.26 49.8% 2.03 7.1% 97% True False
120 28.99 14.10 14.89 52.0% 2.03 7.1% 98% True 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 0.60
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 50.71
2.618 42.37
1.618 37.26
1.000 34.10
0.618 32.15
HIGH 28.99
0.618 27.04
0.500 26.44
0.382 25.83
LOW 23.88
0.618 20.72
1.000 18.77
1.618 15.61
2.618 10.50
4.250 2.16
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 27.89 27.00
PP 27.16 25.38
S1 26.44 23.76

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

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