CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 14.83 14.21 -0.62 -4.2% 15.39
High 14.86 14.35 -0.51 -3.4% 15.58
Low 13.91 13.97 0.06 0.4% 14.13
Close 14.16 14.18 0.02 0.1% 14.17
Range 0.95 0.38 -0.57 -60.0% 1.45
ATR 1.54 1.45 -0.08 -5.4% 0.00
Volume
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 15.31 15.12 14.39
R3 14.93 14.74 14.28
R2 14.55 14.55 14.25
R1 14.36 14.36 14.21 14.27
PP 14.17 14.17 14.17 14.12
S1 13.98 13.98 14.15 13.89
S2 13.79 13.79 14.11
S3 13.41 13.60 14.08
S4 13.03 13.22 13.97
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 15.57 13.91 1.66 11.7% 0.93 6.6% 16% False False
10 16.62 13.91 2.71 19.1% 0.86 6.1% 10% False False
20 23.08 13.91 9.17 64.7% 1.49 10.5% 3% False False
40 23.08 13.91 9.17 64.7% 1.81 12.7% 3% False False
60 23.08 12.68 10.40 73.3% 1.57 11.1% 14% False False
80 23.08 12.68 10.40 73.3% 1.55 11.0% 14% False False
100 23.08 12.68 10.40 73.3% 1.40 9.8% 14% False False
120 23.08 12.68 10.40 73.3% 1.33 9.4% 14% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 15.97
2.618 15.34
1.618 14.96
1.000 14.73
0.618 14.58
HIGH 14.35
0.618 14.20
0.500 14.16
0.382 14.12
LOW 13.97
0.618 13.74
1.000 13.59
1.618 13.36
2.618 12.98
4.250 12.36
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 14.17 14.55
PP 14.17 14.43
S1 14.16 14.30

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

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