CBOE Volatility Index

Trading Metrics calculated at close of trading on 11-Dec-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.16)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 7.5%

20-Day Historical Volatility: 0.6%

Day Change Summary (OHLC)

	Previous	Current
Metric	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	13.14	13.05	-0.09	-0.7%	13.28
High	13.24	13.14	-0.10	-0.8%	13.76
Low	12.35	12.61	0.26	2.1%	12.35
Close	12.35	12.63	0.28	2.3%	12.35
Range	0.89	0.53	-0.36	-40.4%	1.41
ATR(14)	0.96	0.95	-0.01	-1.3%	0.96
Volume

Multi-Period Performance

1-Month (21d)

-17.4%

3-Month (63d)

-11.2%

6-Month (126d)

-15.9%

1-Year (252d)

-43.3%

Year-To-Date (YTD)

-44.8%

52-Week Range

52W Low: 12.35 (2.3%)

Position (2%)

52W High: 30.81 (59.0%)

Daily Pivots for day following 11-Dec-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	14.38	14.04	12.92
R3	13.85	13.51	12.78
R2	13.32	13.32	12.73
R1	12.98	12.98	12.68	12.89
PP	12.79	12.79	12.79	12.75
S1	12.45	12.45	12.58	12.36
S2	12.26	12.26	12.53
S3	11.73	11.92	12.48
S4	11.20	11.39	12.34

Weekly Pivots for week ending 08-Dec-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	17.05	16.11	13.13
R3	15.64	14.70	12.74
R2	14.23	14.23	12.61
R1	13.29	13.29	12.48	13.06
PP	12.82	12.82	12.82	12.70
S1	11.88	11.88	12.22	11.65
S2	11.41	11.41	12.09
S3	10.00	10.47	11.96
S4	8.59	9.06	11.57

Fisher Pivots for day following 11-Dec-2023

Pivot	1 Day	3 Day
R1	12.88	12.82
PP	12.79	12.75
S1	12.71	12.69

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	15.39
2.618	14.53
1.618	14.00
1.000	13.67
0.618	13.47
HIGH	13.14
0.618	12.94
0.500	12.88
0.382	12.81
LOW	12.61
0.618	12.28
1.000	12.08
1.618	11.75
2.618	11.22
4.250	10.36

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	26.45
38.2%	23.76
50.0%	21.58
61.8%	19.40
78.6%	16.30

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	12.77	-0.14	-1.1%	Below
10-Day SMA	12.82	-0.19	-1.5%	Below
20-Day SMA	13.21	-0.58	-4.4%	Below
50-Day SMA	16.01	-3.38	-21.1%	Below
100-Day SMA	15.66	-3.03	-19.4%	Below
200-Day SMA	16.55	-3.92	-23.7%	Below

Bollinger Bands (20, 2):

Upper: 14.54

Middle: 13.21

Lower: 11.87

Bandwidth: 20.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 13.06

Kijun-sen: 14.09

Span A: 13.57

Span B: 17.72

Chikou Span: 15.66

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

38.50

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.89

Signal: -1.00 · Hist: 0.12

Stochastic (14, 3)

Neutral

%K: 14.29

%D: 15.69

StochRSI (14)

Neutral

%K: 72.33

%D: 79.15

ADX (14) & Trend

Neutral

15.63

+DI: 17.27 · -DI: 22.42

CCI (20)

Neutral

-67.96

Range -100 to +100

Williams %R (14)

Bullish

-85.71

Range -100 to 0

Ultimate Oscillator

Bearish

26.29

Periods: 7, 14, 28

ROC (12)

Bullish

-1.71%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

0.11

Bull: 0.11 · Bear: -0.42

Crabel Price Patterns

Pattern	Signal / Value
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	13.76	12.35	1.41	11.2%	0.62	4.9%	20%	False	False
10	14.06	12.35	1.71	13.5%	0.70	5.5%	16%	False	False
20	15.19	12.35	2.84	22.5%	0.70	5.6%	10%	False	False
40	23.08	12.35	10.73	85.0%	1.21	9.5%	3%	False	False
60	23.08	12.35	10.73	85.0%	1.46	11.6%	3%	False	False
80	23.08	12.35	10.73	85.0%	1.38	10.9%	3%	False	False
100	23.08	12.35	10.73	85.0%	1.38	10.9%	3%	False	False
120	23.08	12.35	10.73	85.0%	1.29	10.2%	3%	False	False

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