CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 29.44 26.95 -2.49 -8.5% 25.31
High 30.68 35.32 4.64 15.1% 35.32
Low 27.15 25.89 -1.26 -4.6% 21.71
Close 27.95 30.67 2.72 9.7% 30.67
Range 3.53 9.43 5.90 167.1% 13.61
ATR 3.46 3.88 0.43 12.3% 0.00
Volume
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 58.92 54.22 35.86
R3 49.49 44.79 33.26
R2 40.06 40.06 32.40
R1 35.36 35.36 31.53 37.71
PP 30.63 30.63 30.63 31.80
S1 25.93 25.93 29.81 28.28
S2 21.20 21.20 28.94
S3 11.77 16.50 28.08
S4 2.34 7.07 25.48
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 70.06 63.98 38.16
R3 56.45 50.37 34.41
R2 42.84 42.84 33.17
R1 36.76 36.76 31.92 39.80
PP 29.23 29.23 29.23 30.76
S1 23.15 23.15 29.42 26.19
S2 15.62 15.62 28.17
S3 2.01 9.54 26.93
S4 -11.60 -4.07 23.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.32 21.71 13.61 44.4% 6.40 20.9% 66% True False
10 35.32 17.23 18.09 59.0% 4.55 14.8% 74% True False
20 35.32 14.95 20.37 66.4% 3.01 9.8% 77% True False
40 35.32 14.73 20.59 67.1% 2.22 7.2% 77% True False
60 35.32 14.73 20.59 67.1% 2.48 8.1% 77% True False
80 35.32 14.73 20.59 67.1% 2.35 7.7% 77% True False
100 35.32 14.73 20.59 67.1% 2.25 7.3% 77% True False
120 35.32 14.10 21.22 69.2% 2.22 7.2% 78% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.40
2.618 60.01
1.618 50.58
1.000 44.75
0.618 41.15
HIGH 35.32
0.618 31.72
0.500 30.61
0.382 29.49
LOW 25.89
0.618 20.06
1.000 16.46
1.618 10.63
2.618 1.20
4.250 -14.19
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 30.65 30.06
PP 30.63 29.46
S1 30.61 28.85

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

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