CBOE Volatility Index

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Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary Previous Current 04-Dec-2023 05-Dec-2023 Change Change % Previous Week Open 13.28 13.26 -0.02 -0.2% 13.14 High 13.70 13.76 0.06 0.4% 14.06 Low 12.98 12.81 -0.17 -1.3% 12.48 Close 13.08 12.85 -0.23 -1.8% 12.63 Range 0.72 0.95 0.23 31.9% 1.58 ATR 1.08 1.07 -0.01 -0.8% 0.00 Volume
Daily Pivots for day following 05-Dec-2023 Classic Woodie Camarilla DeMark R4 15.99 15.37 13.37 R3 15.04 14.42 13.11 R2 14.09 14.09 13.02 R1 13.47 13.47 12.94 13.31 PP 13.14 13.14 13.14 13.06 S1 12.52 12.52 12.76 12.36 S2 12.19 12.19 12.68 S3 11.24 11.57 12.59 S4 10.29 10.62 12.33	Weekly Pivots for week ending 01-Dec-2023 Classic Woodie Camarilla DeMark R4 17.80 16.79 13.50 R3 16.22 15.21 13.06 R2 14.64 14.64 12.92 R1 13.63 13.63 12.77 13.35 PP 13.06 13.06 13.06 12.91 S1 12.05 12.05 12.49 11.77 S2 11.48 11.48 12.34 S3 9.90 10.47 12.20 S4 8.32 8.89 11.76
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 13.76 12.48 1.28 10.0% 0.67 5.2% 29% True False 10 14.31 12.45 1.86 14.5% 0.78 6.1% 22% False False 20 15.57 12.45 3.12 24.3% 0.79 6.2% 13% False False 40 23.08 12.45 10.63 82.7% 1.40 10.9% 4% False False 60 23.08 12.45 10.63 82.7% 1.50 11.7% 4% False False 80 23.08 12.45 10.63 82.7% 1.42 11.1% 4% False False 100 23.08 12.45 10.63 82.7% 1.38 10.7% 4% False False 120 23.08 12.45 10.63 82.7% 1.30 10.1% 4% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.22 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 17.80 2.618 16.25 1.618 15.30 1.000 14.71 0.618 14.35 HIGH 13.76 0.618 13.40 0.500 13.29 0.382 13.17 LOW 12.81 0.618 12.22 1.000 11.86 1.618 11.27 2.618 10.32 4.250 8.77
Fisher Pivots for day following 05-Dec-2023 Pivot 1 day 3 day R1 13.29 13.12 PP 13.14 13.03 S1 13.00 12.94

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