CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 28.36 24.57 -3.79 -13.4% 28.20
High 29.41 25.33 -4.08 -13.9% 38.93
Low 24.71 21.96 -2.75 -11.1% 26.90
Close 24.83 21.96 -2.87 -11.6% 27.66
Range 4.70 3.37 -1.33 -28.3% 12.03
ATR 4.13 4.07 -0.05 -1.3% 0.00
Volume
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 33.19 30.95 23.81
R3 29.82 27.58 22.89
R2 26.45 26.45 22.58
R1 24.21 24.21 22.27 23.65
PP 23.08 23.08 23.08 22.80
S1 20.84 20.84 21.65 20.28
S2 19.71 19.71 21.34
S3 16.34 17.47 21.03
S4 12.97 14.10 20.11
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 33.00 21.96 11.04 50.3% 4.81 21.9% 0% False True
10 38.93 21.68 17.25 78.6% 5.25 23.9% 2% False False
20 38.93 16.34 22.59 102.9% 3.90 17.8% 25% False False
40 38.93 16.34 22.59 102.9% 3.22 14.7% 25% False False
60 38.93 14.95 23.98 109.2% 3.15 14.4% 29% False False
80 38.93 14.73 24.20 110.2% 2.72 12.4% 30% False False
100 38.93 14.73 24.20 110.2% 2.78 12.6% 30% False False
120 38.93 14.73 24.20 110.2% 2.64 12.0% 30% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 39.65
2.618 34.15
1.618 30.78
1.000 28.70
0.618 27.41
HIGH 25.33
0.618 24.04
0.500 23.65
0.382 23.25
LOW 21.96
0.618 19.88
1.000 18.59
1.618 16.51
2.618 13.14
4.250 7.64
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 23.65 27.39
PP 23.08 25.58
S1 22.52 23.77

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

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