CBOE Volatility Index
Trading Metrics calculated at close of trading on 18-Nov-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.26)
Moving Averages
Strong Sell
-0.67
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 11.1%
20-Day Historical Volatility: 1.0%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-13.6%
3-Month (63d)
-1.9%
6-Month (126d)
31.4%
1-Year (252d)
12.9%
Year-To-Date (YTD)
18.0%
52-Week Range
52W Low: 10.62 (46.7%)
Position (9%)
52W High: 65.73 (76.3%)
Daily Pivots for day following 18-Nov-2024
Weekly Pivots for week ending 15-Nov-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 24.01 |
| 2.618 | 21.32 |
| 1.618 | 19.67 |
| 1.000 | 18.65 |
| 0.618 | 18.02 |
| HIGH | 17.00 |
| 0.618 | 16.37 |
| 0.500 | 16.18 |
| 0.382 | 15.98 |
| LOW | 15.35 |
| 0.618 | 14.33 |
| 1.000 | 13.70 |
| 1.618 | 12.68 |
| 2.618 | 11.03 |
| 4.250 | 8.34 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 52.72 |
| 38.2% | 44.68 |
| 50.0% | 38.18 |
| 61.8% | 31.67 |
| 78.6% | 22.41 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 14.95 | 0.63 | 4.2% | Above |
| 10-Day SMA | 15.66 | -0.08 | -0.5% | Below |
| 20-Day SMA | 18.00 | -2.42 | -13.4% | Below |
| 50-Day SMA | 18.22 | -2.64 | -14.5% | Below |
| 100-Day SMA | 17.70 | -2.12 | -12.0% | Below |
| 200-Day SMA | 15.84 | -0.26 | -1.6% | Below |
Bollinger Bands (20, 2):
Upper: 23.68
Middle: 18.00
Lower: 12.32
Bandwidth: 63.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 15.57
Kijun-sen: 18.51
Span A: 17.04
Span B: 18.68
Chikou Span: 20.46
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral42.16
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-1.16
Signal: -0.75 · Hist: -0.41Stochastic (14, 3)
Neutral%K: 20.24
%D: 17.84StochRSI (14)
Neutral%K: 21.49
%D: 11.89ADX (14) & Trend
Neutral25.95
+DI: 25.49 · -DI: 25.10CCI (20)
Neutral-54.50
Range -100 to +100Williams %R (14)
Neutral-79.76
Range -100 to 0Ultimate Oscillator
Neutral37.66
Periods: 7, 14, 28ROC (12)
Bearish-32.73%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control0.52
Bull: 0.52 · Bear: -1.13High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 17.55 | 13.59 | 3.96 | 25.4% | 1.51 | 9.7% | 50% | False | False | 0 |
| 10 | 22.06 | 13.59 | 8.47 | 54.4% | 1.29 | 8.2% | 23% | False | False | 0 |
| 20 | 23.42 | 13.59 | 9.83 | 63.1% | 1.48 | 9.5% | 20% | False | False | 0 |
| 40 | 23.42 | 13.59 | 9.83 | 63.1% | 1.50 | 9.6% | 20% | False | False | 0 |
| 60 | 23.76 | 13.59 | 10.17 | 65.3% | 1.71 | 11.0% | 20% | False | False | 0 |
| 80 | 65.73 | 13.59 | 52.14 | 334.7% | 2.62 | 16.8% | 4% | False | False | 0 |
| 100 | 65.73 | 10.62 | 55.11 | 353.7% | 2.39 | 15.3% | 9% | False | False | 0 |
| 120 | 65.73 | 10.62 | 55.11 | 353.7% | 2.14 | 13.7% | 9% | False | False | 0 |