CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Dec-2021
Day Change Summary
Previous Current
21-Dec-2021 22-Dec-2021 Change Change % Previous Week
Open 22.28 21.04 -1.24 -5.6% 19.29
High 22.68 21.36 -1.32 -5.8% 23.47
Low 20.90 18.59 -2.31 -11.1% 18.19
Close 21.01 18.63 -2.38 -11.3% 21.57
Range 1.78 2.77 0.99 55.6% 5.28
ATR 3.68 3.62 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 22-Dec-2021
Classic Woodie Camarilla DeMark
R4 27.84 26.00 20.15
R3 25.07 23.23 19.39
R2 22.30 22.30 19.14
R1 20.46 20.46 18.88 20.00
PP 19.53 19.53 19.53 19.29
S1 17.69 17.69 18.38 17.23
S2 16.76 16.76 18.12
S3 13.99 14.92 17.87
S4 11.22 12.15 17.11
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 49.4% 3.16 17.0% 5% False False
10 27.39 18.19 9.20 49.4% 3.06 16.4% 5% False False
20 35.32 18.19 17.13 91.9% 4.03 21.6% 3% False False
40 35.32 14.73 20.59 110.5% 2.77 14.9% 19% False False
60 35.32 14.73 20.59 110.5% 2.51 13.5% 19% False False
80 35.32 14.73 20.59 110.5% 2.50 13.4% 19% False False
100 35.32 14.73 20.59 110.5% 2.38 12.8% 19% False False
120 35.32 14.73 20.59 110.5% 2.33 12.5% 19% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.13
2.618 28.61
1.618 25.84
1.000 24.13
0.618 23.07
HIGH 21.36
0.618 20.30
0.500 19.98
0.382 19.65
LOW 18.59
0.618 16.88
1.000 15.82
1.618 14.11
2.618 11.34
4.250 6.82
Fisher Pivots for day following 22-Dec-2021
Pivot 1 day 3 day
R1 19.98 22.99
PP 19.53 21.54
S1 19.08 20.08

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

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