CBOE Volatility Index
Trading Metrics calculated at close of trading on 26-Nov-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG SELL(-0.53)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.33
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 12.8%
20-Day Historical Volatility: 1.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-28.8%
3-Month (63d)
-17.6%
6-Month (126d)
-2.6%
1-Year (252d)
11.1%
Year-To-Date (YTD)
6.8%
52-Week Range
52W Low: 10.62 (32.8%)
Position (6%)
52W High: 65.73 (78.5%)
Daily Pivots for day following 26-Nov-2024
Weekly Pivots for week ending 22-Nov-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 19.92 |
| 2.618 | 18.04 |
| 1.618 | 16.89 |
| 1.000 | 16.18 |
| 0.618 | 15.74 |
| HIGH | 15.03 |
| 0.618 | 14.59 |
| 0.500 | 14.46 |
| 0.382 | 14.32 |
| LOW | 13.88 |
| 0.618 | 13.17 |
| 1.000 | 12.73 |
| 1.618 | 12.02 |
| 2.618 | 10.87 |
| 4.250 | 8.99 |
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 | 15.59 | -1.49 | -9.6% | Below |
| 10-Day SMA | 15.44 | -1.34 | -8.7% | Below |
| 20-Day SMA | 16.92 | -2.82 | -16.6% | Below |
| 50-Day SMA | 18.01 | -3.91 | -21.7% | Below |
| 100-Day SMA | 17.91 | -3.81 | -21.3% | Below |
| 200-Day SMA | 15.90 | -1.80 | -11.3% | Below |
Bollinger Bands (20, 2):
Upper: 22.64
Middle: 16.92
Lower: 11.19
Bandwidth: 67.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 16.19
Kijun-sen: 18.51
Span A: 17.35
Span B: 18.51
Chikou Span: 18.37
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral38.21
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-1.03
Signal: -0.90 · Hist: -0.13Stochastic (14, 3)
Neutral%K: 9.81
%D: 16.24StochRSI (14)
Neutral%K: 36.33
%D: 44.72ADX (14) & Trend
Neutral19.34
+DI: 20.63 · -DI: 23.14CCI (20)
Neutral-79.08
Range -100 to +100Williams %R (14)
Neutral-90.19
Range -100 to 0Ultimate Oscillator
Bearish29.55
Periods: 7, 14, 28ROC (12)
Bearish-5.62%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-0.83
Bull: -0.83 · Bear: -1.98High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 18.79 | 13.88 | 4.91 | 34.8% | 1.93 | 13.7% | 4% | False | True | 0 |
| 10 | 18.79 | 13.59 | 5.20 | 36.9% | 1.91 | 13.5% | 10% | False | False | 0 |
| 20 | 23.42 | 13.59 | 9.83 | 69.7% | 1.59 | 11.3% | 5% | False | False | 0 |
| 40 | 23.42 | 13.59 | 9.83 | 69.7% | 1.55 | 11.0% | 5% | False | False | 0 |
| 60 | 23.76 | 13.59 | 10.17 | 72.1% | 1.68 | 11.9% | 5% | False | False | 0 |
| 80 | 34.77 | 13.59 | 21.18 | 150.2% | 2.02 | 14.4% | 2% | False | False | 0 |
| 100 | 65.73 | 10.62 | 55.11 | 390.9% | 2.47 | 17.5% | 6% | False | False | 0 |
| 120 | 65.73 | 10.62 | 55.11 | 390.9% | 2.19 | 15.5% | 6% | False | False | 0 |