CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 18.17 18.06 -0.11 -0.6% 17.60
High 18.69 20.54 1.85 9.9% 21.06
Low 17.36 17.45 0.09 0.5% 16.34
Close 17.62 20.31 2.69 15.3% 18.76
Range 1.33 3.09 1.76 132.3% 4.72
ATR 2.66 2.69 0.03 1.1% 0.00
Volume
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 28.70 27.60 22.01
R3 25.61 24.51 21.16
R2 22.52 22.52 20.88
R1 21.42 21.42 20.59 21.97
PP 19.43 19.43 19.43 19.71
S1 18.33 18.33 20.03 18.88
S2 16.34 16.34 19.74
S3 13.25 15.24 19.46
S4 10.16 12.15 18.61
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 29.4% 2.70 13.3% 49% False False
10 23.33 16.34 6.99 34.4% 2.38 11.7% 57% False False
20 27.39 16.34 11.05 54.4% 2.31 11.4% 36% False False
40 35.32 16.28 19.04 93.7% 2.99 14.7% 21% False False
60 35.32 14.73 20.59 101.4% 2.46 12.1% 27% False False
80 35.32 14.73 20.59 101.4% 2.44 12.0% 27% False False
100 35.32 14.73 20.59 101.4% 2.37 11.7% 27% False False
120 35.32 14.73 20.59 101.4% 2.31 11.4% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 33.67
2.618 28.63
1.618 25.54
1.000 23.63
0.618 22.45
HIGH 20.54
0.618 19.36
0.500 19.00
0.382 18.63
LOW 17.45
0.618 15.54
1.000 14.36
1.618 12.45
2.618 9.36
4.250 4.32
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 19.87 19.93
PP 19.43 19.56
S1 19.00 19.18

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

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