CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Nov-2022
Day Change Summary
Previous Current
01-Nov-2022 02-Nov-2022 Change Change % Previous Week
Open 25.96 26.04 0.08 0.3% 30.65
High 26.35 26.62 0.27 1.0% 30.95
Low 25.66 25.41 -0.25 -1.0% 25.75
Close 25.81 25.86 0.05 0.2% 25.75
Range 0.69 1.21 0.52 75.4% 5.20
ATR 1.78 1.74 -0.04 -2.3% 0.00
Volume
Daily Pivots for day following 02-Nov-2022
Classic Woodie Camarilla DeMark
R4 29.59 28.94 26.53
R3 28.38 27.73 26.19
R2 27.17 27.17 26.08
R1 26.52 26.52 25.97 26.24
PP 25.96 25.96 25.96 25.83
S1 25.31 25.31 25.75 25.03
S2 24.75 24.75 25.64
S3 23.54 24.10 25.53
S4 22.33 22.89 25.19
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 43.08 39.62 28.61
R3 37.88 34.42 27.18
R2 32.68 32.68 26.70
R1 29.22 29.22 26.23 28.35
PP 27.48 27.48 27.48 27.05
S1 24.02 24.02 25.27 23.15
S2 22.28 22.28 24.80
S3 17.08 18.82 24.32
S4 11.88 13.62 22.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.67 25.41 2.26 8.7% 1.14 4.4% 20% False True
10 31.32 25.41 5.91 22.9% 1.27 4.9% 8% False True
20 34.53 25.41 9.12 35.3% 1.55 6.0% 5% False True
40 34.88 22.64 12.24 47.3% 2.12 8.2% 26% False False
60 34.88 19.12 15.76 60.9% 2.05 7.9% 43% False False
80 34.88 19.12 15.76 60.9% 1.93 7.5% 43% False False
100 35.00 19.12 15.88 61.4% 2.01 7.8% 42% False False
120 35.00 19.12 15.88 61.4% 2.09 8.1% 42% False 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.76
2.618 29.79
1.618 28.58
1.000 27.83
0.618 27.37
HIGH 26.62
0.618 26.16
0.500 26.02
0.382 25.87
LOW 25.41
0.618 24.66
1.000 24.20
1.618 23.45
2.618 22.24
4.250 20.27
Fisher Pivots for day following 02-Nov-2022
Pivot 1 day 3 day
R1 26.02 26.24
PP 25.96 26.11
S1 25.91 25.99

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.