CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary
Previous Current
11-Jan-2022 12-Jan-2022 Change Change % Previous Week
Open 19.62 18.17 -1.45 -7.4% 17.60
High 21.00 18.69 -2.31 -11.0% 21.06
Low 18.20 17.36 -0.84 -4.6% 16.34
Close 18.41 17.62 -0.79 -4.3% 18.76
Range 2.80 1.33 -1.47 -52.5% 4.72
ATR 2.77 2.66 -0.10 -3.7% 0.00
Volume
Daily Pivots for day following 12-Jan-2022
Classic Woodie Camarilla DeMark
R4 21.88 21.08 18.35
R3 20.55 19.75 17.99
R2 19.22 19.22 17.86
R1 18.42 18.42 17.74 18.16
PP 17.89 17.89 17.89 17.76
S1 17.09 17.09 17.50 16.83
S2 16.56 16.56 17.38
S3 15.23 15.76 17.25
S4 13.90 14.43 16.89
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 32.88 30.54 21.36
R3 28.16 25.82 20.06
R2 23.44 23.44 19.63
R1 21.10 21.10 19.19 22.27
PP 18.72 18.72 18.72 19.31
S1 16.38 16.38 18.33 17.55
S2 14.00 14.00 17.89
S3 9.28 11.66 17.46
S4 4.56 6.94 16.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.33 17.36 5.97 33.9% 2.48 14.1% 4% False True
10 23.33 16.34 6.99 39.7% 2.19 12.4% 18% False False
20 27.39 16.34 11.05 62.7% 2.38 13.5% 12% False False
40 35.32 16.03 19.29 109.5% 2.94 16.7% 8% False False
60 35.32 14.73 20.59 116.9% 2.42 13.7% 14% False False
80 35.32 14.73 20.59 116.9% 2.45 13.9% 14% False False
100 35.32 14.73 20.59 116.9% 2.36 13.4% 14% False False
120 35.32 14.73 20.59 116.9% 2.30 13.0% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 24.34
2.618 22.17
1.618 20.84
1.000 20.02
0.618 19.51
HIGH 18.69
0.618 18.18
0.500 18.03
0.382 17.87
LOW 17.36
0.618 16.54
1.000 16.03
1.618 15.21
2.618 13.88
4.250 11.71
Fisher Pivots for day following 12-Jan-2022
Pivot 1 day 3 day
R1 18.03 20.35
PP 17.89 19.44
S1 17.76 18.53

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

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