CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jan-2022
Day Change Summary
Previous Current
05-Jan-2022 06-Jan-2022 Change Change % Previous Week
Open 17.07 20.29 3.22 18.9% 19.37
High 20.17 21.06 0.89 4.4% 19.41
Low 16.58 19.08 2.50 15.1% 16.62
Close 19.73 19.61 -0.12 -0.6% 17.22
Range 3.59 1.98 -1.61 -44.8% 2.79
ATR 2.71 2.65 -0.05 -1.9% 0.00
Volume
Daily Pivots for day following 06-Jan-2022
Classic Woodie Camarilla DeMark
R4 25.86 24.71 20.70
R3 23.88 22.73 20.15
R2 21.90 21.90 19.97
R1 20.75 20.75 19.79 20.34
PP 19.92 19.92 19.92 19.71
S1 18.77 18.77 19.43 18.36
S2 17.94 17.94 19.25
S3 15.96 16.79 19.07
S4 13.98 14.81 18.52
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 21.06 16.34 4.72 24.1% 2.06 10.5% 69% True False
10 21.06 16.34 4.72 24.1% 1.69 8.6% 69% True False
20 27.39 16.34 11.05 56.3% 2.37 12.1% 30% False False
40 35.32 16.03 19.29 98.4% 2.84 14.5% 19% False False
60 35.32 14.73 20.59 105.0% 2.35 12.0% 24% False False
80 35.32 14.73 20.59 105.0% 2.47 12.6% 24% False False
100 35.32 14.73 20.59 105.0% 2.43 12.4% 24% False False
120 35.32 14.73 20.59 105.0% 2.28 11.6% 24% 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 False
Bear Hook False
Bull Hook True
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.48
2.618 26.24
1.618 24.26
1.000 23.04
0.618 22.28
HIGH 21.06
0.618 20.30
0.500 20.07
0.382 19.84
LOW 19.08
0.618 17.86
1.000 17.10
1.618 15.88
2.618 13.90
4.250 10.67
Fisher Pivots for day following 06-Jan-2022
Pivot 1 day 3 day
R1 20.07 19.31
PP 19.92 19.00
S1 19.76 18.70

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

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