CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 18.02 16.59 -1.43 -7.9% 21.83
High 18.42 16.62 -1.80 -9.8% 23.08
Low 16.63 15.58 -1.05 -6.3% 18.65
Close 16.87 15.66 -1.21 -7.2% 21.27
Range 1.79 1.04 -0.75 -41.9% 4.43
ATR 2.04 1.99 -0.05 -2.6% 0.00
Volume
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 19.07 18.41 16.23
R3 18.03 17.37 15.95
R2 16.99 16.99 15.85
R1 16.33 16.33 15.76 16.14
PP 15.95 15.95 15.95 15.86
S1 15.29 15.29 15.56 15.10
S2 14.91 14.91 15.47
S3 13.87 14.25 15.37
S4 12.83 13.21 15.09
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 34.29 32.21 23.71
R3 29.86 27.78 22.49
R2 25.43 25.43 22.08
R1 23.35 23.35 21.68 22.18
PP 21.00 21.00 21.00 20.41
S1 18.92 18.92 20.86 17.75
S2 16.57 16.57 20.46
S3 12.14 14.49 20.05
S4 7.71 10.06 18.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.07 15.58 6.49 41.4% 1.74 11.1% 1% False True
10 23.08 15.58 7.50 47.9% 1.94 12.4% 1% False True
20 23.08 15.44 7.64 48.8% 2.16 13.8% 3% False False
40 23.08 12.68 10.40 66.4% 1.85 11.8% 29% False False
60 23.08 12.68 10.40 66.4% 1.67 10.7% 29% False False
80 23.08 12.68 10.40 66.4% 1.52 9.7% 29% False False
100 23.08 12.68 10.40 66.4% 1.40 8.9% 29% False False
120 23.08 12.68 10.40 66.4% 1.38 8.8% 29% 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 0.35
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 21.04
2.618 19.34
1.618 18.30
1.000 17.66
0.618 17.26
HIGH 16.62
0.618 16.22
0.500 16.10
0.382 15.98
LOW 15.58
0.618 14.94
1.000 14.54
1.618 13.90
2.618 12.86
4.250 11.16
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 16.10 17.72
PP 15.95 17.03
S1 15.81 16.35

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

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