CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 23.77 24.09 0.32 1.3% 28.36
High 26.26 24.82 -1.44 -5.5% 29.41
Low 22.07 22.02 -0.05 -0.2% 20.46
Close 23.22 22.86 -0.36 -1.6% 23.22
Range 4.19 2.80 -1.39 -33.2% 8.95
ATR 3.94 3.86 -0.08 -2.1% 0.00
Volume
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 31.63 30.05 24.40
R3 28.83 27.25 23.63
R2 26.03 26.03 23.37
R1 24.45 24.45 23.12 23.84
PP 23.23 23.23 23.23 22.93
S1 21.65 21.65 22.60 21.04
S2 20.43 20.43 22.35
S3 17.63 18.85 22.09
S4 14.83 16.05 21.32
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 51.21 46.17 28.14
R3 42.26 37.22 25.68
R2 33.31 33.31 24.86
R1 28.27 28.27 24.04 26.32
PP 24.36 24.36 24.36 23.39
S1 19.32 19.32 22.40 17.37
S2 15.41 15.41 21.58
S3 6.46 10.37 20.76
S4 -2.49 1.42 18.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.26 20.46 5.80 25.4% 3.21 14.0% 41% False False
10 35.85 20.46 15.39 67.3% 4.34 19.0% 16% False False
20 38.93 17.36 21.57 94.4% 4.07 17.8% 25% False False
40 38.93 16.34 22.59 98.8% 3.22 14.1% 29% False False
60 38.93 16.03 22.90 100.2% 3.24 14.2% 30% False False
80 38.93 14.73 24.20 105.9% 2.78 12.2% 34% False False
100 38.93 14.73 24.20 105.9% 2.79 12.2% 34% False False
120 38.93 14.73 24.20 105.9% 2.70 11.8% 34% 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 1.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 36.72
2.618 32.15
1.618 29.35
1.000 27.62
0.618 26.55
HIGH 24.82
0.618 23.75
0.500 23.42
0.382 23.09
LOW 22.02
0.618 20.29
1.000 19.22
1.618 17.49
2.618 14.69
4.250 10.12
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 23.42 24.14
PP 23.23 23.71
S1 23.05 23.29

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

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