CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 19.37 17.78 -1.59 -8.2% 25.89
High 19.41 18.47 -0.94 -4.8% 27.39
Low 17.55 17.51 -0.04 -0.2% 17.62
Close 17.68 17.54 -0.14 -0.8% 17.96
Range 1.86 0.96 -0.90 -48.4% 9.77
ATR 3.34 3.17 -0.17 -5.1% 0.00
Volume
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 20.72 20.09 18.07
R3 19.76 19.13 17.80
R2 18.80 18.80 17.72
R1 18.17 18.17 17.63 18.01
PP 17.84 17.84 17.84 17.76
S1 17.21 17.21 17.45 17.05
S2 16.88 16.88 17.36
S3 15.92 16.25 17.28
S4 14.96 15.29 17.01
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 50.30 43.90 23.33
R3 40.53 34.13 20.65
R2 30.76 30.76 19.75
R1 24.36 24.36 18.86 22.68
PP 20.99 20.99 20.99 20.15
S1 14.59 14.59 17.06 12.91
S2 11.22 11.22 16.17
S3 1.45 4.82 15.27
S4 -8.32 -4.95 12.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.68 17.51 5.17 29.5% 1.74 9.9% 1% False True
10 27.39 17.51 9.88 56.3% 2.77 15.8% 0% False True
20 35.32 17.51 17.81 101.5% 3.66 20.9% 0% False True
40 35.32 14.73 20.59 117.4% 2.76 15.7% 14% False False
60 35.32 14.73 20.59 117.4% 2.40 13.7% 14% False False
80 35.32 14.73 20.59 117.4% 2.51 14.3% 14% False False
100 35.32 14.73 20.59 117.4% 2.37 13.5% 14% False False
120 35.32 14.73 20.59 117.4% 2.31 13.2% 14% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 22.55
2.618 20.98
1.618 20.02
1.000 19.43
0.618 19.06
HIGH 18.47
0.618 18.10
0.500 17.99
0.382 17.88
LOW 17.51
0.618 16.92
1.000 16.55
1.618 15.96
2.618 15.00
4.250 13.43
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 17.99 18.46
PP 17.84 18.15
S1 17.69 17.85

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

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