CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 20.70 25.89 5.19 25.1% 19.29
High 23.26 27.39 4.13 17.8% 23.47
Low 20.49 22.85 2.36 11.5% 18.19
Close 21.57 22.87 1.30 6.0% 21.57
Range 2.77 4.54 1.77 63.9% 5.28
ATR 3.66 3.81 0.15 4.2% 0.00
Volume
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 37.99 34.97 25.37
R3 33.45 30.43 24.12
R2 28.91 28.91 23.70
R1 25.89 25.89 23.29 25.13
PP 24.37 24.37 24.37 23.99
S1 21.35 21.35 22.45 20.59
S2 19.83 19.83 22.04
S3 15.29 16.81 21.62
S4 10.75 12.27 20.37
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 36.92 34.52 24.47
R3 31.64 29.24 23.02
R2 26.36 26.36 22.54
R1 23.96 23.96 22.05 25.16
PP 21.08 21.08 21.08 21.68
S1 18.68 18.68 21.09 19.88
S2 15.80 15.80 20.60
S3 10.52 13.40 20.12
S4 5.24 8.12 18.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.39 18.19 9.20 40.2% 3.81 16.6% 51% True False
10 27.39 18.19 9.20 40.2% 3.24 14.2% 51% True False
20 35.32 17.35 17.97 78.6% 4.01 17.5% 31% False False
40 35.32 14.73 20.59 90.0% 2.73 12.0% 40% False False
60 35.32 14.73 20.59 90.0% 2.55 11.1% 40% False False
80 35.32 14.73 20.59 90.0% 2.48 10.8% 40% False False
100 35.32 14.73 20.59 90.0% 2.37 10.4% 40% False False
120 35.32 14.25 21.07 92.1% 2.31 10.1% 41% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 46.69
2.618 39.28
1.618 34.74
1.000 31.93
0.618 30.20
HIGH 27.39
0.618 25.66
0.500 25.12
0.382 24.58
LOW 22.85
0.618 20.04
1.000 18.31
1.618 15.50
2.618 10.96
4.250 3.56
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 25.12 22.84
PP 24.37 22.82
S1 23.62 22.79

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

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