CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Jan-2022
Day Change Summary
Previous Current
25-Jan-2022 26-Jan-2022 Change Change % Previous Week
Open 32.29 29.35 -2.94 -9.1% 21.18
High 35.85 32.77 -3.08 -8.6% 29.79
Low 29.13 26.90 -2.23 -7.7% 21.18
Close 31.16 31.96 0.80 2.6% 28.85
Range 6.72 5.87 -0.85 -12.6% 8.61
ATR 3.77 3.92 0.15 4.0% 0.00
Volume
Daily Pivots for day following 26-Jan-2022
Classic Woodie Camarilla DeMark
R4 48.15 45.93 35.19
R3 42.28 40.06 33.57
R2 36.41 36.41 33.04
R1 34.19 34.19 32.50 35.30
PP 30.54 30.54 30.54 31.10
S1 28.32 28.32 31.42 29.43
S2 24.67 24.67 30.88
S3 18.80 22.45 30.35
S4 12.93 16.58 28.73
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 52.44 49.25 33.59
R3 43.83 40.64 31.22
R2 35.22 35.22 30.43
R1 32.03 32.03 29.64 33.63
PP 26.61 26.61 26.61 27.40
S1 23.42 23.42 28.06 25.02
S2 18.00 18.00 27.27
S3 9.39 14.81 26.48
S4 0.78 6.20 24.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.93 21.68 17.25 54.0% 6.44 20.1% 60% False False
10 38.93 17.36 21.57 67.5% 4.38 13.7% 68% False False
20 38.93 16.34 22.59 70.7% 3.28 10.3% 69% False False
40 38.93 16.34 22.59 70.7% 3.47 10.9% 69% False False
60 38.93 14.73 24.20 75.7% 2.93 9.2% 71% False False
80 38.93 14.73 24.20 75.7% 2.62 8.2% 71% False False
100 38.93 14.73 24.20 75.7% 2.66 8.3% 71% False False
120 38.93 14.73 24.20 75.7% 2.52 7.9% 71% 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 1.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.72
2.618 48.14
1.618 42.27
1.000 38.64
0.618 36.40
HIGH 32.77
0.618 30.53
0.500 29.84
0.382 29.14
LOW 26.90
0.618 23.27
1.000 21.03
1.618 17.40
2.618 11.53
4.250 1.95
Fisher Pivots for day following 26-Jan-2022
Pivot 1 day 3 day
R1 31.25 32.92
PP 30.54 32.60
S1 29.84 32.28

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

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