CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 25.98 25.63 -0.35 -1.3% 26.91
High 26.87 25.71 -1.16 -4.3% 27.07
Low 25.10 24.00 -1.10 -4.4% 24.00
Close 25.30 24.55 -0.75 -3.0% 24.55
Range 1.77 1.71 -0.06 -3.4% 3.07
ATR 1.74 1.74 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 29.88 28.93 25.49
R3 28.17 27.22 25.02
R2 26.46 26.46 24.86
R1 25.51 25.51 24.71 25.13
PP 24.75 24.75 24.75 24.57
S1 23.80 23.80 24.39 23.42
S2 23.04 23.04 24.24
S3 21.33 22.09 24.08
S4 19.62 20.38 23.61
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 34.42 32.55 26.24
R3 31.35 29.48 25.39
R2 28.28 28.28 25.11
R1 26.41 26.41 24.83 25.81
PP 25.21 25.21 25.21 24.91
S1 23.34 23.34 24.27 22.74
S2 22.14 22.14 23.99
S3 19.07 20.27 23.71
S4 16.00 17.20 22.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.07 24.00 3.07 12.5% 1.32 5.4% 18% False True
10 30.95 24.00 6.95 28.3% 1.34 5.5% 8% False True
20 34.53 24.00 10.53 42.9% 1.50 6.1% 5% False True
40 34.88 23.16 11.72 47.7% 2.12 8.6% 12% False False
60 34.88 19.12 15.76 64.2% 2.04 8.3% 34% False False
80 34.88 19.12 15.76 64.2% 1.91 7.8% 34% False False
100 34.88 19.12 15.76 64.2% 1.99 8.1% 34% False False
120 35.00 19.12 15.88 64.7% 2.07 8.4% 34% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.98
2.618 30.19
1.618 28.48
1.000 27.42
0.618 26.77
HIGH 25.71
0.618 25.06
0.500 24.86
0.382 24.65
LOW 24.00
0.618 22.94
1.000 22.29
1.618 21.23
2.618 19.52
4.250 16.73
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 24.86 25.44
PP 24.75 25.14
S1 24.65 24.85

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

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