CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Dec-2021
Day Change Summary
Previous Current
14-Dec-2021 15-Dec-2021 Change Change % Previous Week
Open 19.67 21.60 1.93 9.8% 28.99
High 23.00 23.47 0.47 2.0% 30.82
Low 19.67 19.02 -0.65 -3.3% 18.69
Close 21.89 19.29 -2.60 -11.9% 18.69
Range 3.33 4.45 1.12 33.6% 12.13
ATR 3.66 3.71 0.06 1.6% 0.00
Volume
Daily Pivots for day following 15-Dec-2021
Classic Woodie Camarilla DeMark
R4 33.94 31.07 21.74
R3 29.49 26.62 20.51
R2 25.04 25.04 20.11
R1 22.17 22.17 19.70 21.38
PP 20.59 20.59 20.59 20.20
S1 17.72 17.72 18.88 16.93
S2 16.14 16.14 18.47
S3 11.69 13.27 18.07
S4 7.24 8.82 16.84
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 59.12 51.04 25.36
R3 46.99 38.91 22.03
R2 34.86 34.86 20.91
R1 26.78 26.78 19.80 24.76
PP 22.73 22.73 22.73 21.72
S1 14.65 14.65 17.58 12.63
S2 10.60 10.60 16.47
S3 -1.53 2.52 15.35
S4 -13.66 -9.61 12.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.47 18.69 4.78 24.8% 2.96 15.3% 13% True False
10 35.32 18.69 16.63 86.2% 3.82 19.8% 4% False False
20 35.32 16.28 19.04 98.7% 3.67 19.0% 16% False False
40 35.32 14.73 20.59 106.7% 2.54 13.1% 22% False False
60 35.32 14.73 20.59 106.7% 2.48 12.9% 22% False False
80 35.32 14.73 20.59 106.7% 2.38 12.4% 22% False False
100 35.32 14.73 20.59 106.7% 2.31 12.0% 22% False False
120 35.32 14.10 21.22 110.0% 2.26 11.7% 24% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 42.38
2.618 35.12
1.618 30.67
1.000 27.92
0.618 26.22
HIGH 23.47
0.618 21.77
0.500 21.25
0.382 20.72
LOW 19.02
0.618 16.27
1.000 14.57
1.618 11.82
2.618 7.37
4.250 0.11
Fisher Pivots for day following 15-Dec-2021
Pivot 1 day 3 day
R1 21.25 21.22
PP 20.59 20.57
S1 19.94 19.93

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These figures are updated between 7pm and 10pm EST after a trading day.

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