CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Nov-2022
Day Change Summary
Previous Current
07-Nov-2022 08-Nov-2022 Change Change % Previous Week
Open 25.67 24.71 -0.96 -3.7% 26.91
High 25.67 26.16 0.49 1.9% 27.07
Low 24.34 24.24 -0.10 -0.4% 24.00
Close 24.35 25.54 1.19 4.9% 24.55
Range 1.33 1.92 0.59 44.4% 3.07
ATR 1.71 1.73 0.01 0.9% 0.00
Volume
Daily Pivots for day following 08-Nov-2022
Classic Woodie Camarilla DeMark
R4 31.07 30.23 26.60
R3 29.15 28.31 26.07
R2 27.23 27.23 25.89
R1 26.39 26.39 25.72 26.81
PP 25.31 25.31 25.31 25.53
S1 24.47 24.47 25.36 24.89
S2 23.39 23.39 25.19
S3 21.47 22.55 25.01
S4 19.55 20.63 24.48
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 26.87 24.00 2.87 11.2% 1.59 6.2% 54% False False
10 28.52 24.00 4.52 17.7% 1.37 5.4% 34% False False
20 34.53 24.00 10.53 41.2% 1.47 5.8% 15% False False
40 34.88 24.00 10.88 42.6% 2.06 8.1% 14% False False
60 34.88 19.41 15.47 60.6% 2.06 8.0% 40% False False
80 34.88 19.12 15.76 61.7% 1.90 7.5% 41% False False
100 34.88 19.12 15.76 61.7% 1.93 7.6% 41% False False
120 35.00 19.12 15.88 62.2% 2.04 8.0% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 34.32
2.618 31.19
1.618 29.27
1.000 28.08
0.618 27.35
HIGH 26.16
0.618 25.43
0.500 25.20
0.382 24.97
LOW 24.24
0.618 23.05
1.000 22.32
1.618 21.13
2.618 19.21
4.250 16.08
Fisher Pivots for day following 08-Nov-2022
Pivot 1 day 3 day
R1 25.43 25.39
PP 25.31 25.23
S1 25.20 25.08

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

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