CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Feb-2022
Day Change Summary
Previous Current
10-Feb-2022 11-Feb-2022 Change Change % Previous Week
Open 20.37 24.39 4.02 19.7% 24.09
High 24.77 30.99 6.22 25.1% 30.99
Low 20.18 23.33 3.15 15.6% 19.93
Close 23.91 27.36 3.45 14.4% 27.36
Range 4.59 7.66 3.07 66.9% 11.06
ATR 3.66 3.95 0.29 7.8% 0.00
Volume
Daily Pivots for day following 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 50.21 46.44 31.57
R3 42.55 38.78 29.47
R2 34.89 34.89 28.76
R1 31.12 31.12 28.06 33.01
PP 27.23 27.23 27.23 28.17
S1 23.46 23.46 26.66 25.35
S2 19.57 19.57 25.96
S3 11.91 15.80 25.25
S4 4.25 8.14 23.15
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 59.27 54.38 33.44
R3 48.21 43.32 30.40
R2 37.15 37.15 29.39
R1 32.26 32.26 28.37 34.71
PP 26.09 26.09 26.09 27.32
S1 21.20 21.20 26.35 23.65
S2 15.03 15.03 25.33
S3 3.97 10.14 24.32
S4 -7.09 -0.92 21.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.99 19.93 11.06 40.4% 3.72 13.6% 67% True False
10 30.99 19.93 11.06 40.4% 3.65 13.3% 67% True False
20 38.93 19.05 19.88 72.7% 4.30 15.7% 42% False False
40 38.93 16.34 22.59 82.6% 3.30 12.1% 49% False False
60 38.93 16.28 22.65 82.8% 3.43 12.5% 49% False False
80 38.93 14.73 24.20 88.5% 2.92 10.7% 52% False False
100 38.93 14.73 24.20 88.5% 2.81 10.3% 52% False False
120 38.93 14.73 24.20 88.5% 2.69 9.8% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 63.55
2.618 51.04
1.618 43.38
1.000 38.65
0.618 35.72
HIGH 30.99
0.618 28.06
0.500 27.16
0.382 26.26
LOW 23.33
0.618 18.60
1.000 15.67
1.618 10.94
2.618 3.28
4.250 -9.23
Fisher Pivots for day following 11-Feb-2022
Pivot 1 day 3 day
R1 27.29 26.73
PP 27.23 26.09
S1 27.16 25.46

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

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