CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Mar-2022
Day Change Summary
Previous Current
29-Mar-2022 30-Mar-2022 Change Change % Previous Week
Open 19.70 19.38 -0.32 -1.6% 25.14
High 19.73 20.51 0.78 4.0% 25.36
Low 18.67 18.72 0.05 0.3% 20.80
Close 18.90 19.33 0.43 2.3% 20.81
Range 1.06 1.79 0.73 68.9% 4.56
ATR 3.12 3.03 -0.10 -3.0% 0.00
Volume
Daily Pivots for day following 30-Mar-2022
Classic Woodie Camarilla DeMark
R4 24.89 23.90 20.31
R3 23.10 22.11 19.82
R2 21.31 21.31 19.66
R1 20.32 20.32 19.49 19.92
PP 19.52 19.52 19.52 19.32
S1 18.53 18.53 19.17 18.13
S2 17.73 17.73 19.00
S3 15.94 16.74 18.84
S4 14.15 14.95 18.35
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 23.79 18.67 5.12 26.5% 2.20 11.4% 13% False False
10 27.47 18.67 8.80 45.5% 2.13 11.0% 8% False False
20 37.52 18.67 18.85 97.5% 2.77 14.3% 4% False False
40 37.79 18.67 19.12 98.9% 3.41 17.7% 3% False False
60 38.93 16.34 22.59 116.9% 3.58 18.5% 13% False False
80 38.93 16.34 22.59 116.9% 3.32 17.2% 13% False False
100 38.93 14.95 23.98 124.1% 3.26 16.8% 18% False False
120 38.93 14.73 24.20 125.2% 2.95 15.3% 19% 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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.12
2.618 25.20
1.618 23.41
1.000 22.30
0.618 21.62
HIGH 20.51
0.618 19.83
0.500 19.62
0.382 19.40
LOW 18.72
0.618 17.61
1.000 16.93
1.618 15.82
2.618 14.03
4.250 11.11
Fisher Pivots for day following 30-Mar-2022
Pivot 1 day 3 day
R1 19.62 21.00
PP 19.52 20.44
S1 19.43 19.89

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

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