CBOE Volatility Index

Trading Metrics calculated at close of trading on 22-Nov-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.42)

Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 12.6%

20-Day Historical Volatility: 1.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	21-Nov-2024	22-Nov-2024	Change	Change %	Previous Week
Open	17.10	16.67	-0.43	-2.5%	16.60
High	17.99	17.56	-0.43	-2.4%	18.79
Low	15.73	15.24	-0.49	-3.1%	15.24
Close	16.87	15.24	-1.63	-9.7%	15.24
Range	2.26	2.32	0.06	2.7%	3.55
ATR(14)	1.88	1.91	0.03	1.7%	1.91
Volume

Multi-Period Performance

1-Month (21d)

-20.1%

3-Month (63d)

-5.6%

6-Month (126d)

18.0%

1-Year (252d)

22.3%

Year-To-Date (YTD)

15.5%

52-Week Range

52W Low: 10.62 (43.5%)

Position (8%)

52W High: 65.73 (76.8%)

Daily Pivots for day following 22-Nov-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	22.97	21.43	16.52
R3	20.65	19.11	15.88
R2	18.33	18.33	15.67
R1	16.79	16.79	15.45	16.40
PP	16.01	16.01	16.01	15.82
S1	14.47	14.47	15.03	14.08
S2	13.69	13.69	14.81
S3	11.37	12.15	14.60
S4	9.05	9.83	13.96

Weekly Pivots for week ending 22-Nov-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	27.07	24.71	17.19
R3	23.52	21.16	16.22
R2	19.97	19.97	15.89
R1	17.61	17.61	15.57	17.02
PP	16.42	16.42	16.42	16.13
S1	14.06	14.06	14.91	13.47
S2	12.87	12.87	14.59
S3	9.32	10.51	14.26
S4	5.77	6.96	13.29

Fisher Pivots for day following 22-Nov-2024

Pivot	1 Day	3 Day
R1	16.40	17.02
PP	16.01	16.42
S1	15.63	15.83

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	27.42
2.618	23.63
1.618	21.31
1.000	19.88
0.618	18.99
HIGH	17.56
0.618	16.67
0.500	16.40
0.382	16.13
LOW	15.24
0.618	13.81
1.000	12.92
1.618	11.49
2.618	9.17
4.250	5.38

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	16.24	-1.00	-6.2%	Below
10-Day SMA	15.54	-0.30	-1.9%	Below
20-Day SMA	17.44	-2.20	-12.6%	Below
50-Day SMA	18.13	-2.89	-15.9%	Below
100-Day SMA	17.87	-2.63	-14.7%	Below
200-Day SMA	15.91	-0.67	-4.2%	Below

Bollinger Bands (20, 2):

Upper: 23.08

Middle: 17.44

Lower: 11.79

Bandwidth: 64.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 16.19

Kijun-sen: 18.51

Span A: 17.35

Span B: 18.51

Chikou Span: 19.11

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

41.86

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.87

Signal: -0.84 · Hist: -0.03

Stochastic (14, 3)

Neutral

%K: 19.48

%D: 30.55

StochRSI (14)

Neutral

%K: 52.43

%D: 48.29

ADX (14) & Trend

Neutral

21.94

+DI: 22.63 · -DI: 19.72

CCI (20)

Neutral

-42.13

Range -100 to +100

Williams %R (14)

Neutral

-80.52

Range -100 to 0

Ultimate Oscillator

Neutral

35.69

Periods: 7, 14, 28

ROC (12)

Bullish

-6.33%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

1.15

Bull: 1.15 · Bear: -1.17

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest 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	18.79	15.24	3.55	23.3%	2.31	15.1%	0%	False	True
10	18.79	13.59	5.20	34.1%	1.81	11.9%	32%	False	False
20	23.42	13.59	9.83	64.5%	1.59	10.5%	17%	False	False
40	23.42	13.59	9.83	64.5%	1.62	10.7%	17%	False	False
60	23.76	13.59	10.17	66.7%	1.77	11.6%	16%	False	False
80	65.73	13.59	52.14	342.1%	2.65	17.4%	3%	False	False
100	65.73	10.62	55.11	361.6%	2.46	16.1%	8%	False	False
120	65.73	10.62	55.11	361.6%	2.18	14.3%	8%	False	False

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