CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 25.89 22.28 -3.61 -13.9% 19.29
High 27.39 22.68 -4.71 -17.2% 23.47
Low 22.85 20.90 -1.95 -8.5% 18.19
Close 22.87 21.01 -1.86 -8.1% 21.57
Range 4.54 1.78 -2.76 -60.8% 5.28
ATR 3.81 3.68 -0.13 -3.5% 0.00
Volume
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 26.87 25.72 21.99
R3 25.09 23.94 21.50
R2 23.31 23.31 21.34
R1 22.16 22.16 21.17 21.85
PP 21.53 21.53 21.53 21.37
S1 20.38 20.38 20.85 20.07
S2 19.75 19.75 20.68
S3 17.97 18.60 20.52
S4 16.19 16.82 20.03
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 43.8% 3.50 16.6% 31% False False
10 27.39 18.19 9.20 43.8% 3.11 14.8% 31% False False
20 35.32 18.19 17.13 81.5% 3.99 19.0% 16% False False
40 35.32 14.73 20.59 98.0% 2.75 13.1% 31% False False
60 35.32 14.73 20.59 98.0% 2.55 12.1% 31% False False
80 35.32 14.73 20.59 98.0% 2.47 11.8% 31% False False
100 35.32 14.73 20.59 98.0% 2.37 11.3% 31% False False
120 35.32 14.25 21.07 100.3% 2.32 11.0% 32% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.65
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 30.25
2.618 27.34
1.618 25.56
1.000 24.46
0.618 23.78
HIGH 22.68
0.618 22.00
0.500 21.79
0.382 21.58
LOW 20.90
0.618 19.80
1.000 19.12
1.618 18.02
2.618 16.24
4.250 13.34
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 21.79 23.94
PP 21.53 22.96
S1 21.27 21.99

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

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