CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 21.04 18.81 -2.23 -10.6% 19.29
High 21.36 18.93 -2.43 -11.4% 23.47
Low 18.59 17.62 -0.97 -5.2% 18.19
Close 18.63 17.96 -0.67 -3.6% 21.57
Range 2.77 1.31 -1.46 -52.7% 5.28
ATR 3.62 3.45 -0.16 -4.6% 0.00
Volume
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 22.10 21.34 18.68
R3 20.79 20.03 18.32
R2 19.48 19.48 18.20
R1 18.72 18.72 18.08 18.45
PP 18.17 18.17 18.17 18.03
S1 17.41 17.41 17.84 17.14
S2 16.86 16.86 17.72
S3 15.55 16.10 17.60
S4 14.24 14.79 17.24
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 17.62 9.77 54.4% 2.63 14.7% 3% False True
10 27.39 17.62 9.77 54.4% 2.97 16.5% 3% False True
20 35.32 17.62 17.70 98.6% 3.97 22.1% 2% False True
40 35.32 14.73 20.59 114.6% 2.76 15.4% 16% False False
60 35.32 14.73 20.59 114.6% 2.50 13.9% 16% False False
80 35.32 14.73 20.59 114.6% 2.50 13.9% 16% False False
100 35.32 14.73 20.59 114.6% 2.36 13.1% 16% False False
120 35.32 14.73 20.59 114.6% 2.33 13.0% 16% 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 0.52
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 24.50
2.618 22.36
1.618 21.05
1.000 20.24
0.618 19.74
HIGH 18.93
0.618 18.43
0.500 18.28
0.382 18.12
LOW 17.62
0.618 16.81
1.000 16.31
1.618 15.50
2.618 14.19
4.250 12.05
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 18.28 20.15
PP 18.17 19.42
S1 18.07 18.69

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

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