1.SP500 Volatility Analysis 21-25 Nov 2022$S&P 500(.SPX)$
We can see that currently the implied volatility for this week is around 3.2%, down from 3.34% last week according to VIX data
(US Volatility Index )
With this in mind, currently from ATR point of view we are located in the 68th percentile, while according to VIX, we are on 33th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 3% movement
Bearish: 2.55% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 24.3% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 4104
BOT: 3840
Taking into consideration the previous weekly high/low, currently for this candle there is :
66% probability we are going to touch previous low of 3900
31% probability we are going to touch previous high of 4050
Lastly, from the technical analysis point of view, currently 13% of the weekly moving averages are in abullish trend, and
a combination of moving averages and oscillators are in 11% bullish stance
2.Nasdaq Volatility Analysis 21-25 Nov 2022$NASDAQ(.IXIC)$
We can see that currently the implied volatility for this week is around 4.07%, down from 4.26% last week according to VXN data
(US Nasdaq Volatility Index )
With this in mind, currently from ATR point of view we are located in the 78th percentile, while according to VXN, we are on 39th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 3.58% movement
Bearish: 3.47% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 23.6% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 12221
BOT: 11224
Taking into consideration the previous weekly high/low, currently for this candle there is :
66% probability we are going to touch previous low of 11520
36% probability we are going to touch previous high of 12130
Lastly, from the technical analysis point of view, currently 40% of the weekly moving averages are in abearish trend, and
a combination of moving averages and oscillators are in 15% bearish stance
3.NIFTY Volatility Analysis 21-25 Nov 2022
We can see that currently the implied volatility for this week is around 2%, according toINDIA VIXdata
(INDIA Volatility Index )
With this in mind, currently from ATR point of view we are located in the 11th percentile, while according to INDIA VIX, we are on 2th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 1.89% movement
Bearish: 1.5% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 21.1% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 18610
BOT: 17882
Taking into consideration the previous weekly high/low, currently for this candle there is :
66% probability we are going to touch previous low of 18220(already hit)
31% probability we are going to touch previous high of 18460
Lastly, from the technical analysis point of view, currently 80% of the weekly moving averages are in abullish trend, and
a combination of moving averages and oscillators are in 31% bullish stance
4.DAX Volatility Analysis 21-25 Nov 2022
We can see that currently the implied volatility for this week is around 3.08%, raising from 3.07% of last week , according to VDAX data
(DAX Volatility Index)
With this in mind, currently from ATR point of view we are located in the 1th percentile, while according to VDAX, we are on 4th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 2.05% movement
Bearish: 2.38% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 21.1% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 14837
BOT: 13953
Taking into consideration the previous weekly high/low, currently for this candle there is :
27% probability we are going to touch previous low of 14150
73% probability we are going to touch previous high of 14450
Lastly, from the technical analysis point of view, currently 67% of the weekly moving averages are in abullish trend, and
a combination of moving averages and oscillators are in 37% bullish stance
5.STOXX50 Volatility Analysis 21-25 Nov 2022
We can see that currently the implied volatility for this week is around 3.08%, raising from 3.07% of last week , according to VDAX data
(DAX Volatility Index which is highly correlated with VOLATILITY INDEX for STOXX)
With this in mind, currently from ATR point of view we are located in the 2th percentile, while according to VDAX, we are on 4th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 2.8% movement
Bearish: 2.1% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 21.1% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 4050
BOT: 3800
Taking into consideration the previous weekly high/low, currently for this candle there is :
27% probability we are going to touch previous low of 3850
78% probability we are going to touch previous high of 3950
Lastly, from the technical analysis point of view, currently 80% of the weekly moving averages are in abullish trend, and
a combination of moving averages and oscillators are in 40% bullish stance
6.Crude Oil Volatility Analysis 21-25 Nov 2022$Micro WTI Crude Oil - main 2301(MCLmain)$
We can see that currently the implied volatility for this week is around 5.83%, down from 6.3% last week according to OVX data
(OIL Volatility Index )
With this in mind, currently from ATR point of view we are located in the 80th percentile, while according to OVX, we are on 77h percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 4.75% movement
Bearish: 5.1% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 29.1% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 85.3
BOT: 75.2
Taking into consideration the previous weekly high/low, currently for this candle there is :
65% probability we are going to touch previous low of 77.5
31% probability we are going to touch previous high of 90.1
Lastly, from the technical analysis point of view, currently 66% of the weekly moving averages are in abearish trend, and
a combination of moving averages and oscillators are in 30% bearish stance
7.GOLD Volatility Analysis 21-25 Nov 2022$Gold - main 2212(GCmain)$
We can see that currently the implied volatility for this week is around 2.44%, UP from 2.42% last week according to GVZ data
(GOLD Volatility Index )
With this in mind, currently from ATR point of view we are located in the 34th percentile, while according to GVZ, we are on 27h percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 1.7% movement
Bearish: 1.76% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 23.6% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 1792
BOT: 1708
Taking into consideration the previous weekly high/low, currently for this candle there is :
66% probability we are going to touch previous low of 1747(already hit)
30% probability we are going to touch previous high of 1785
Lastly, from the technical analysis point of view, currently 7% of the weekly moving averages are in abearish trend, and
a combination of moving averages and oscillators are in 1% bullish stance
8.BTCUSD Volatility Analysis 21-25 Nov 2022
We can see taht currently the implied volatility for this week is around 14.27%, raising from 11.13% of last week , according to DVOL data
(BTC Volatility Index for Deribit)
With this in mind, currently from ATR point of view we are located in the 61th percentile, while according to DVOL, we are on 23th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 5.05% movement
Bearish: 7.76% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 18.2% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 18425
BOT: 14735
Taking into consideration the previous weekly high/low, currently for this candle there is :
46% probability we are going to touch previous low of 15800
30% probability we are going to touch previous high of 17150
Lastly, from the technical analysis point of view, currently 93% of the weekly moving averages are in a short trend, and
a combination of moving averages and oscillators are in 33% bearish stance
9.ETHUSD Volatility Analysis 21-25 Nov 2022
We can see that currently the implied volatility for this week is around 14.27%, raising from 12.63% of last week , according to DVOL data
(BTC Volatility Index for Deribit)
With this in mind, currently from ATR point of view we are located in the 68th percentile, while according to DVOL, we are on 40th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 9.92% movement
Bearish: 11.16% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 27.3% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 1350
BOT: 1050
Taking into consideration the previous weekly high/low, currently for this candle there is :
55% probability we are going to touch previous low of 1130(already got hit)
30% probability we are going to touch previous high of 1300
Lastly, from the technical analysis point of view, currently 93% of the weekly moving averages are in a short trend, and
a combination of moving averages and oscillators are in 37% bearish stance
10.EURUSD Volatility Analysis 21-25 Nov 2022
We can see that currently the implied volatility for this week is around 1.68%, down from 1.76% last week according to EVZ data
(EURO Currency Volatility Index )
With this in mind, currently from ATR point of view we are located in the 24th percentile, while according to EVZ, we are on 1th percentile.
Based on this, we can expect that the current weekly candles ( from open to close ) are going to between:
Bullish: 1.23% movement
Bearish: 0.957% movement
At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset,
meaning that there is a 30% that our close of the weekly candle of this asset is going to be either above/below the next channel:
TOP: 1.051
BOT: 1.014
Taking into consideration the previous weekly high/low, currently for this candle there is :
70% probability we are going to touch previous low of 1.025 ( already hit)
30% probability we are going to touch previous high of 1.049
Lastly, from the technical analysis point of view, currently 0% of the weekly moving averages are in abearish trend, and
a combination of moving averages and oscillators are in 4% bearish stance
https://www.tradingview.com/chart/EURUSD/IiPUaWh3-EURUSD-Volatility-Analysis-21-25-Nov-2022/
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