CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Mar-2022
Day Change Summary
Previous Current
23-Mar-2022 24-Mar-2022 Change Change % Previous Week
Open 23.04 23.61 0.57 2.5% 31.03
High 24.03 23.79 -0.24 -1.0% 33.83
Low 22.64 21.49 -1.15 -5.1% 23.85
Close 23.57 21.67 -1.90 -8.1% 23.87
Range 1.39 2.30 0.91 65.5% 9.98
ATR 3.41 3.33 -0.08 -2.3% 0.00
Volume
Daily Pivots for day following 24-Mar-2022
Classic Woodie Camarilla DeMark
R4 29.22 27.74 22.94
R3 26.92 25.44 22.30
R2 24.62 24.62 22.09
R1 23.14 23.14 21.88 22.73
PP 22.32 22.32 22.32 22.11
S1 20.84 20.84 21.46 20.43
S2 20.02 20.02 21.25
S3 17.72 18.54 21.04
S4 15.42 16.24 20.41
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 57.12 50.48 29.36
R3 47.14 40.50 26.61
R2 37.16 37.16 25.70
R1 30.52 30.52 24.78 28.85
PP 27.18 27.18 27.18 26.35
S1 20.54 20.54 22.96 18.87
S2 17.20 17.20 22.04
S3 7.22 10.56 21.13
S4 -2.76 0.58 18.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.82 21.49 5.33 24.6% 2.07 9.6% 3% False True
10 33.83 21.49 12.34 56.9% 2.56 11.8% 1% False True
20 37.52 21.49 16.03 74.0% 3.35 15.4% 1% False True
40 37.79 19.93 17.86 82.4% 3.65 16.8% 10% False False
60 38.93 16.34 22.59 104.2% 3.53 16.3% 24% False False
80 38.93 16.34 22.59 104.2% 3.56 16.4% 24% False False
100 38.93 14.73 24.20 111.7% 3.22 14.9% 29% False False
120 38.93 14.73 24.20 111.7% 2.97 13.7% 29% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 33.57
2.618 29.81
1.618 27.51
1.000 26.09
0.618 25.21
HIGH 23.79
0.618 22.91
0.500 22.64
0.382 22.37
LOW 21.49
0.618 20.07
1.000 19.19
1.618 17.77
2.618 15.47
4.250 11.72
Fisher Pivots for day following 24-Mar-2022
Pivot 1 day 3 day
R1 22.64 22.76
PP 22.32 22.40
S1 21.99 22.03

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

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