CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 20.11 21.18 1.07 5.3% 19.58
High 22.07 23.20 1.13 5.1% 23.33
Low 19.05 21.18 2.13 11.2% 17.36
Close 19.19 22.79 3.60 18.8% 19.19
Range 3.02 2.02 -1.00 -33.1% 5.97
ATR 2.72 2.81 0.09 3.4% 0.00
Volume
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 28.45 27.64 23.90
R3 26.43 25.62 23.35
R2 24.41 24.41 23.16
R1 23.60 23.60 22.98 24.01
PP 22.39 22.39 22.39 22.59
S1 21.58 21.58 22.60 21.99
S2 20.37 20.37 22.42
S3 18.35 19.56 22.23
S4 16.33 17.54 21.68
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 37.87 34.50 22.47
R3 31.90 28.53 20.83
R2 25.93 25.93 20.28
R1 22.56 22.56 19.74 21.26
PP 19.96 19.96 19.96 19.31
S1 16.59 16.59 18.64 15.29
S2 13.99 13.99 18.10
S3 8.02 10.62 17.55
S4 2.05 4.65 15.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.20 17.36 5.84 25.6% 2.45 10.8% 93% True False
10 23.33 16.34 6.99 30.7% 2.56 11.2% 92% False False
20 27.39 16.34 11.05 48.5% 2.23 9.8% 58% False False
40 35.32 16.34 18.98 83.3% 3.05 13.4% 34% False False
60 35.32 14.73 20.59 90.3% 2.51 11.0% 39% False False
80 35.32 14.73 20.59 90.3% 2.45 10.7% 39% False False
100 35.32 14.73 20.59 90.3% 2.40 10.5% 39% False False
120 35.32 14.73 20.59 90.3% 2.32 10.2% 39% 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 False
Stretch 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 31.79
2.618 28.49
1.618 26.47
1.000 25.22
0.618 24.45
HIGH 23.20
0.618 22.43
0.500 22.19
0.382 21.95
LOW 21.18
0.618 19.93
1.000 19.16
1.618 17.91
2.618 15.89
4.250 12.60
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 22.59 21.97
PP 22.39 21.15
S1 22.19 20.33

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

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