CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 32.19 30.27 -1.92 -6.0% 28.20
High 33.00 32.82 -0.18 -0.5% 38.93
Low 28.42 27.28 -1.14 -4.0% 26.90
Close 30.49 27.66 -2.83 -9.3% 27.66
Range 4.58 5.54 0.96 21.0% 12.03
ATR 3.97 4.08 0.11 2.8% 0.00
Volume
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 45.87 42.31 30.71
R3 40.33 36.77 29.18
R2 34.79 34.79 28.68
R1 31.23 31.23 28.17 30.24
PP 29.25 29.25 29.25 28.76
S1 25.69 25.69 27.15 24.70
S2 23.71 23.71 26.64
S3 18.17 20.15 26.14
S4 12.63 14.61 24.61
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 67.25 59.49 34.28
R3 55.22 47.46 30.97
R2 43.19 43.19 29.87
R1 35.43 35.43 28.76 33.30
PP 31.16 31.16 31.16 30.10
S1 23.40 23.40 26.56 21.27
S2 19.13 19.13 25.45
S3 7.10 11.37 24.35
S4 -4.93 -0.66 21.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.93 26.90 12.03 43.5% 6.72 24.3% 6% False False
10 38.93 19.05 19.88 71.9% 4.95 17.9% 43% False False
20 38.93 16.34 22.59 81.7% 3.66 13.2% 50% False False
40 38.93 16.34 22.59 81.7% 3.35 12.1% 50% False False
60 38.93 14.73 24.20 87.5% 3.07 11.1% 53% False False
80 38.93 14.73 24.20 87.5% 2.68 9.7% 53% False False
100 38.93 14.73 24.20 87.5% 2.74 9.9% 53% False False
120 38.93 14.73 24.20 87.5% 2.59 9.4% 53% 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 1.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.37
2.618 47.32
1.618 41.78
1.000 38.36
0.618 36.24
HIGH 32.82
0.618 30.70
0.500 30.05
0.382 29.40
LOW 27.28
0.618 23.86
1.000 21.74
1.618 18.32
2.618 12.78
4.250 3.74
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 30.05 29.95
PP 29.25 29.19
S1 28.46 28.42

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

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