CBOE Volatility Index

Trading Metrics calculated at close of trading on 03-Nov-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.37)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Sell

-0.50

Relative Volume (20d): —

ATR(14) %: 6.9%

20-Day Historical Volatility: 0.6%

Day Change Summary (OHLC)

	Previous	Current
Metric	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	26.04	25.98	-0.06	-0.2%	30.65
High	26.62	26.87	0.25	0.9%	30.95
Low	25.41	25.10	-0.31	-1.2%	25.75
Close	25.86	25.30	-0.56	-2.2%	25.75
Range	1.21	1.77	0.56	46.3%	5.20
ATR(14)	1.74	1.74	0.00	0.1%	1.91
Volume

Multi-Period Performance

1-Month (21d)

-11.4%

3-Month (63d)

19.6%

6-Month (126d)

-18.9%

1-Year (252d)

67.5%

Year-To-Date (YTD)

52.4%

52-Week Range

52W Low: 14.73 (71.8%)

Position (44%)

52W High: 38.93 (35.0%)

Daily Pivots for day following 03-Nov-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	31.07	29.95	26.27
R3	29.30	28.18	25.79
R2	27.53	27.53	25.62
R1	26.41	26.41	25.46	26.09
PP	25.76	25.76	25.76	25.59
S1	24.64	24.64	25.14	24.32
S2	23.99	23.99	24.98
S3	22.22	22.87	24.81
S4	20.45	21.10	24.33

Weekly Pivots for week ending 28-Oct-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	43.08	39.62	28.61
R3	37.88	34.42	27.18
R2	32.68	32.68	26.70
R1	29.22	29.22	26.23	28.35
PP	27.48	27.48	27.48	27.05
S1	24.02	24.02	25.27	23.15
S2	22.28	22.28	24.80
S3	17.08	18.82	24.32
S4	11.88	13.62	22.89

Fisher Pivots for day following 03-Nov-2022

Pivot	1 Day	3 Day
R1	25.99	25.99
PP	25.76	25.76
S1	25.53	25.53

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	34.39
2.618	31.50
1.618	29.73
1.000	28.64
0.618	27.96
HIGH	26.87
0.618	26.19
0.500	25.99
0.382	25.78
LOW	25.10
0.618	24.01
1.000	23.33
1.618	22.24
2.618	20.47
4.250	17.58

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	33.22
38.2%	29.69
50.0%	26.83
61.8%	23.97
78.6%	19.91

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	25.72	-0.42	-1.6%	Below
10-Day SMA	27.13	-1.83	-6.7%	Below
20-Day SMA	29.44	-4.14	-14.1%	Below
50-Day SMA	28.17	-2.87	-10.2%	Below
100-Day SMA	26.46	-1.16	-4.4%	Below
200-Day SMA	26.64	-1.34	-5.0%	Below

Bollinger Bands (20, 2):

Upper: 34.86

Middle: 29.44

Lower: 24.03

Bandwidth: 36.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 28.03

Kijun-sen: 29.82

Span A: 28.92

Span B: 28.28

Chikou Span: 30.18

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

34.34

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.93

Signal: -0.23 · Hist: -0.69

Stochastic (14, 3)

Neutral

%K: 2.67

%D: 3.48

StochRSI (14)

Neutral

%K: 1.80

%D: 1.95

ADX (14) & Trend

Weakening

25.14

+DI: 14.84 · -DI: 23.66

CCI (20)

Overbought

-112.42

Range -100 to +100

Williams %R (14)

Neutral

-97.33

Range -100 to 0

Ultimate Oscillator

Bearish

18.74

Periods: 7, 14, 28

ROC (12)

Bullish

-17.05%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-0.60

Bull: -0.60 · Bear: -2.37

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	27.59	25.10	2.49	9.8%	1.35	5.3%	8%	False	True
10	30.95	25.10	5.85	23.1%	1.29	5.1%	3%	False	True
20	34.53	25.10	9.43	37.3%	1.53	6.0%	2%	False	True
40	34.88	22.64	12.24	48.4%	2.10	8.3%	22%	False	False
60	34.88	19.12	15.76	62.3%	2.04	8.0%	39%	False	False
80	34.88	19.12	15.76	62.3%	1.92	7.6%	39%	False	False
100	34.88	19.12	15.76	62.3%	1.99	7.9%	39%	False	False
120	35.00	19.12	15.88	62.8%	2.08	8.2%	39%	False	False

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