CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Mar-2022
Day Change Summary
Previous Current
28-Mar-2022 29-Mar-2022 Change Change % Previous Week
Open 22.14 19.70 -2.44 -11.0% 25.14
High 23.33 19.73 -3.60 -15.4% 25.36
Low 19.54 18.67 -0.87 -4.5% 20.80
Close 19.63 18.90 -0.73 -3.7% 20.81
Range 3.79 1.06 -2.73 -72.0% 4.56
ATR 3.28 3.12 -0.16 -4.8% 0.00
Volume
Daily Pivots for day following 29-Mar-2022
Classic Woodie Camarilla DeMark
R4 22.28 21.65 19.48
R3 21.22 20.59 19.19
R2 20.16 20.16 19.09
R1 19.53 19.53 19.00 19.32
PP 19.10 19.10 19.10 18.99
S1 18.47 18.47 18.80 18.26
S2 18.04 18.04 18.71
S3 16.98 17.41 18.61
S4 15.92 16.35 18.32
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 36.00 32.97 23.32
R3 31.44 28.41 22.06
R2 26.88 26.88 21.65
R1 23.85 23.85 21.23 23.09
PP 22.32 22.32 22.32 21.94
S1 19.29 19.29 20.39 18.53
S2 17.76 17.76 19.97
S3 13.20 14.73 19.56
S4 8.64 10.17 18.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.03 18.67 5.36 28.4% 2.12 11.2% 4% False True
10 29.80 18.67 11.13 58.9% 2.30 12.2% 2% False True
20 37.52 18.67 18.85 99.7% 2.90 15.3% 1% False True
40 37.79 18.67 19.12 101.2% 3.45 18.3% 1% False True
60 38.93 16.34 22.59 119.5% 3.58 18.9% 11% False False
80 38.93 16.34 22.59 119.5% 3.41 18.1% 11% False False
100 38.93 14.73 24.20 128.0% 3.25 17.2% 17% False False
120 38.93 14.73 24.20 128.0% 2.95 15.6% 17% 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 False
Bull Hook False
Stretch 0.52
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 24.24
2.618 22.51
1.618 21.45
1.000 20.79
0.618 20.39
HIGH 19.73
0.618 19.33
0.500 19.20
0.382 19.07
LOW 18.67
0.618 18.01
1.000 17.61
1.618 16.95
2.618 15.89
4.250 14.17
Fisher Pivots for day following 29-Mar-2022
Pivot 1 day 3 day
R1 19.20 21.00
PP 19.10 20.30
S1 19.00 19.60

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

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