CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 30.43 31.03 0.60 2.0% 35.88
High 31.01 33.18 2.17 7.0% 37.52
Low 28.84 30.06 1.22 4.2% 28.84
Close 30.75 31.77 1.02 3.3% 30.75
Range 2.17 3.12 0.95 43.8% 8.68
ATR 4.14 4.07 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 41.03 39.52 33.49
R3 37.91 36.40 32.63
R2 34.79 34.79 32.34
R1 33.28 33.28 32.06 34.04
PP 31.67 31.67 31.67 32.05
S1 30.16 30.16 31.48 30.92
S2 28.55 28.55 31.20
S3 25.43 27.04 30.91
S4 22.31 23.92 30.05
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 58.41 53.26 35.52
R3 49.73 44.58 33.14
R2 41.05 41.05 32.34
R1 35.90 35.90 31.55 34.14
PP 32.37 32.37 32.37 31.49
S1 27.22 27.22 29.95 25.46
S2 23.69 23.69 29.16
S3 15.01 18.54 28.36
S4 6.33 9.86 25.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.52 28.84 8.68 27.3% 3.31 10.4% 34% False False
10 37.52 28.84 8.68 27.3% 3.64 11.5% 34% False False
20 37.79 23.88 13.91 43.8% 3.95 12.4% 57% False False
40 38.93 19.05 19.88 62.6% 4.12 13.0% 64% False False
60 38.93 16.34 22.59 71.1% 3.52 11.1% 68% False False
80 38.93 16.28 22.65 71.3% 3.56 11.2% 68% False False
100 38.93 14.73 24.20 76.2% 3.13 9.8% 70% False False
120 38.93 14.73 24.20 76.2% 3.00 9.4% 70% 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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.44
2.618 41.35
1.618 38.23
1.000 36.30
0.618 35.11
HIGH 33.18
0.618 31.99
0.500 31.62
0.382 31.25
LOW 30.06
0.618 28.13
1.000 26.94
1.618 25.01
2.618 21.89
4.250 16.80
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 31.72 31.66
PP 31.67 31.55
S1 31.62 31.44

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

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