CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 23.12 23.46 0.34 1.5% 19.58
High 23.96 25.89 1.93 8.1% 23.33
Low 21.85 21.68 -0.17 -0.8% 17.36
Close 23.85 25.59 1.74 7.3% 19.19
Range 2.11 4.21 2.10 99.5% 5.97
ATR 2.76 2.86 0.10 3.8% 0.00
Volume
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 37.02 35.51 27.91
R3 32.81 31.30 26.75
R2 28.60 28.60 26.36
R1 27.09 27.09 25.98 27.85
PP 24.39 24.39 24.39 24.76
S1 22.88 22.88 25.20 23.64
S2 20.18 20.18 24.82
S3 15.97 18.67 24.43
S4 11.76 14.46 23.27
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 25.89 17.45 8.44 33.0% 2.89 11.3% 96% True False
10 25.89 17.36 8.53 33.3% 2.68 10.5% 96% True False
20 25.89 16.34 9.55 37.3% 2.23 8.7% 97% True False
40 35.32 16.34 18.98 74.2% 3.11 12.1% 49% False False
60 35.32 14.73 20.59 80.5% 2.57 10.1% 53% False False
80 35.32 14.73 20.59 80.5% 2.47 9.7% 53% False False
100 35.32 14.73 20.59 80.5% 2.42 9.5% 53% False False
120 35.32 14.73 20.59 80.5% 2.34 9.2% 53% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 43.78
2.618 36.91
1.618 32.70
1.000 30.10
0.618 28.49
HIGH 25.89
0.618 24.28
0.500 23.79
0.382 23.29
LOW 21.68
0.618 19.08
1.000 17.47
1.618 14.87
2.618 10.66
4.250 3.79
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 24.99 24.91
PP 24.39 24.22
S1 23.79 23.54

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

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