CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 14.61 15.09 0.48 3.3% 15.39
High 15.57 15.45 -0.12 -0.8% 15.58
Low 14.13 14.16 0.03 0.2% 14.13
Close 15.29 14.17 -1.12 -7.3% 14.17
Range 1.44 1.29 -0.15 -10.4% 1.45
ATR 1.65 1.62 -0.03 -1.6% 0.00
Volume
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 18.46 17.61 14.88
R3 17.17 16.32 14.52
R2 15.88 15.88 14.41
R1 15.03 15.03 14.29 14.81
PP 14.59 14.59 14.59 14.49
S1 13.74 13.74 14.05 13.52
S2 13.30 13.30 13.93
S3 12.01 12.45 13.82
S4 10.72 11.16 13.46
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 18.98 18.02 14.97
R3 17.53 16.57 14.57
R2 16.08 16.08 14.44
R1 15.12 15.12 14.30 14.88
PP 14.63 14.63 14.63 14.50
S1 13.67 13.67 14.04 13.43
S2 13.18 13.18 13.90
S3 11.73 12.22 13.77
S4 10.28 10.77 13.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15.58 14.13 1.45 10.2% 0.94 6.7% 3% False False
10 21.16 14.13 7.03 49.6% 1.20 8.4% 1% False False
20 23.08 14.13 8.95 63.2% 1.71 12.1% 0% False False
40 23.08 13.57 9.51 67.1% 1.84 13.0% 6% False False
60 23.08 12.68 10.40 73.4% 1.60 11.3% 14% False False
80 23.08 12.68 10.40 73.4% 1.55 10.9% 14% False False
100 23.08 12.68 10.40 73.4% 1.41 9.9% 14% False False
120 23.08 12.68 10.40 73.4% 1.36 9.6% 14% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20.93
2.618 18.83
1.618 17.54
1.000 16.74
0.618 16.25
HIGH 15.45
0.618 14.96
0.500 14.81
0.382 14.65
LOW 14.16
0.618 13.36
1.000 12.87
1.618 12.07
2.618 10.78
4.250 8.68
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 14.81 14.85
PP 14.59 14.62
S1 14.38 14.40

Download as Excel Spreadsheet

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

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