CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Feb-2022
Day Change Summary
Previous Current
01-Feb-2022 02-Feb-2022 Change Change % Previous Week
Open 24.57 21.56 -3.01 -12.3% 28.20
High 25.33 22.68 -2.65 -10.5% 38.93
Low 21.96 20.46 -1.50 -6.8% 26.90
Close 21.96 22.09 0.13 0.6% 27.66
Range 3.37 2.22 -1.15 -34.1% 12.03
ATR 4.07 3.94 -0.13 -3.2% 0.00
Volume
Daily Pivots for day following 02-Feb-2022
Classic Woodie Camarilla DeMark
R4 28.40 27.47 23.31
R3 26.18 25.25 22.70
R2 23.96 23.96 22.50
R1 23.03 23.03 22.29 23.50
PP 21.74 21.74 21.74 21.98
S1 20.81 20.81 21.89 21.28
S2 19.52 19.52 21.68
S3 17.30 18.59 21.48
S4 15.08 16.37 20.87
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 20.46 12.54 56.8% 4.08 18.5% 13% False True
10 38.93 20.46 18.47 83.6% 5.26 23.8% 9% False True
20 38.93 16.58 22.35 101.2% 3.94 17.8% 25% False False
40 38.93 16.34 22.59 102.3% 3.18 14.4% 25% False False
60 38.93 16.03 22.90 103.7% 3.15 14.3% 26% False False
80 38.93 14.73 24.20 109.6% 2.73 12.3% 30% False False
100 38.93 14.73 24.20 109.6% 2.76 12.5% 30% False False
120 38.93 14.73 24.20 109.6% 2.65 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 True
Bull Hook False
Stretch 1.39
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 32.12
2.618 28.49
1.618 26.27
1.000 24.90
0.618 24.05
HIGH 22.68
0.618 21.83
0.500 21.57
0.382 21.31
LOW 20.46
0.618 19.09
1.000 18.24
1.618 16.87
2.618 14.65
4.250 11.03
Fisher Pivots for day following 02-Feb-2022
Pivot 1 day 3 day
R1 21.92 24.94
PP 21.74 23.99
S1 21.57 23.04

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

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