CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 28.99 24.58 -4.41 -15.2% 25.31
High 30.82 24.69 -6.13 -19.9% 35.32
Low 26.75 21.58 -5.17 -19.3% 21.71
Close 27.18 21.89 -5.29 -19.5% 30.67
Range 4.07 3.11 -0.96 -23.6% 13.61
ATR 3.90 4.02 0.12 3.1% 0.00
Volume
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 32.05 30.08 23.60
R3 28.94 26.97 22.75
R2 25.83 25.83 22.46
R1 23.86 23.86 22.18 23.29
PP 22.72 22.72 22.72 22.44
S1 20.75 20.75 21.60 20.18
S2 19.61 19.61 21.32
S3 16.50 17.64 21.03
S4 13.39 14.53 20.18
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 21.58 13.74 62.8% 6.07 27.7% 2% False True
10 35.32 18.52 16.80 76.7% 4.86 22.2% 20% False False
20 35.32 16.03 19.29 88.1% 3.20 14.6% 30% False False
40 35.32 14.73 20.59 94.1% 2.30 10.5% 35% False False
60 35.32 14.73 20.59 94.1% 2.49 11.4% 35% False False
80 35.32 14.73 20.59 94.1% 2.42 11.1% 35% False False
100 35.32 14.73 20.59 94.1% 2.28 10.4% 35% False False
120 35.32 14.10 21.22 96.9% 2.24 10.2% 37% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.32
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 37.91
2.618 32.83
1.618 29.72
1.000 27.80
0.618 26.61
HIGH 24.69
0.618 23.50
0.500 23.14
0.382 22.77
LOW 21.58
0.618 19.66
1.000 18.47
1.618 16.55
2.618 13.44
4.250 8.36
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 23.14 28.45
PP 22.72 26.26
S1 22.31 24.08

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

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