CBOE Volatility Index

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Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary Previous Current 03-Jan-2022 04-Jan-2022 Change Change % Previous Week Open 17.60 16.57 -1.03 -5.9% 19.37 High 18.54 17.81 -0.73 -3.9% 19.41 Low 16.56 16.34 -0.22 -1.3% 16.62 Close 16.60 16.91 0.31 1.9% 17.22 Range 1.98 1.47 -0.51 -25.8% 2.79 ATR 2.73 2.64 -0.09 -3.3% 0.00 Volume
Daily Pivots for day following 04-Jan-2022 Classic Woodie Camarilla DeMark R4 21.43 20.64 17.72 R3 19.96 19.17 17.31 R2 18.49 18.49 17.18 R1 17.70 17.70 17.04 18.10 PP 17.02 17.02 17.02 17.22 S1 16.23 16.23 16.78 16.63 S2 15.55 15.55 16.64 S3 14.08 14.76 16.51 S4 12.61 13.29 16.10	Weekly Pivots for week ending 31-Dec-2021 Classic Woodie Camarilla DeMark R4 26.12 24.46 18.75 R3 23.33 21.67 17.99 R2 20.54 20.54 17.73 R1 18.88 18.88 17.48 18.32 PP 17.75 17.75 17.75 17.47 S1 16.09 16.09 16.96 15.53 S2 14.96 14.96 16.71 S3 12.17 13.30 16.45 S4 9.38 10.51 15.69
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 18.54 16.34 2.20 13.0% 1.44 8.5% 26% False True 10 22.68 16.34 6.34 37.5% 1.59 9.4% 9% False True 20 27.39 16.34 11.05 65.3% 2.41 14.3% 5% False True 40 35.32 16.03 19.29 114.1% 2.76 16.3% 5% False False 60 35.32 14.73 20.59 121.8% 2.32 13.7% 11% False False 80 35.32 14.73 20.59 121.8% 2.46 14.6% 11% False False 100 35.32 14.73 20.59 121.8% 2.39 14.2% 11% False False 120 35.32 14.73 20.59 121.8% 2.30 13.6% 11% False False
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.38 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 24.06 2.618 21.66 1.618 20.19 1.000 19.28 0.618 18.72 HIGH 17.81 0.618 17.25 0.500 17.08 0.382 16.90 LOW 16.34 0.618 15.43 1.000 14.87 1.618 13.96 2.618 12.49 4.250 10.09
Fisher Pivots for day following 04-Jan-2022 Pivot 1 day 3 day R1 17.08 17.44 PP 17.02 17.26 S1 16.97 17.09

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