CBOE Volatility Index

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	22.09	21.70	-0.39	-1.8%	24.05
High	22.57	22.63	0.06	0.3%	24.12
Low	21.83	20.33	-1.50	-6.9%	20.32
Close	21.89	20.58	-1.31	-6.0%	20.50
Range	0.74	2.30	1.56	210.8%	3.80
ATR	1.60	1.65	0.05	3.1%	0.00
Volume

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	28.08	26.63	21.85
R3	25.78	24.33	21.21
R2	23.48	23.48	21.00
R1	22.03	22.03	20.79	21.61
PP	21.18	21.18	21.18	20.97
S1	19.73	19.73	20.37	19.31
S2	18.88	18.88	20.16
S3	16.58	17.43	19.95
S4	14.28	15.13	19.32

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	33.05	30.57	22.59
R3	29.25	26.77	21.55
R2	25.45	25.45	21.20
R1	22.97	22.97	20.85	22.31
PP	21.65	21.65	21.65	21.32
S1	19.17	19.17	20.15	18.51
S2	17.85	17.85	19.80
S3	14.05	15.37	19.46
S4	10.25	11.57	18.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22.63	20.32	2.31	11.2%	1.20	5.8%	11%	True	False
10	25.18	20.32	4.86	23.6%	1.25	6.1%	5%	False	False
20	26.87	20.32	6.55	31.8%	1.58	7.7%	4%	False	False
40	34.53	20.32	14.21	69.0%	1.57	7.6%	2%	False	False
60	34.88	20.32	14.56	70.7%	1.96	9.5%	2%	False	False
80	34.88	19.12	15.76	76.6%	1.93	9.4%	9%	False	False
100	34.88	19.12	15.76	76.6%	1.87	9.1%	9%	False	False
120	35.00	19.12	15.88	77.2%	1.96	9.5%	9%	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	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	32.41
2.618	28.65
1.618	26.35
1.000	24.93
0.618	24.05
HIGH	22.63
0.618	21.75
0.500	21.48
0.382	21.21
LOW	20.33
0.618	18.91
1.000	18.03
1.618	16.61
2.618	14.31
4.250	10.56

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	21.48	21.48
PP	21.18	21.18
S1	20.88	20.88

Download as Excel Spreadsheet

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

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