CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Apr-2022
Day Change Summary
Previous Current
31-Mar-2022 01-Apr-2022 Change Change % Previous Week
Open 19.68 20.62 0.94 4.8% 22.14
High 21.48 20.86 -0.62 -2.9% 23.33
Low 19.54 19.41 -0.13 -0.7% 18.67
Close 20.56 19.63 -0.93 -4.5% 19.63
Range 1.94 1.45 -0.49 -25.3% 4.66
ATR 2.96 2.86 -0.11 -3.6% 0.00
Volume
Daily Pivots for day following 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 24.32 23.42 20.43
R3 22.87 21.97 20.03
R2 21.42 21.42 19.90
R1 20.52 20.52 19.76 20.25
PP 19.97 19.97 19.97 19.83
S1 19.07 19.07 19.50 18.80
S2 18.52 18.52 19.36
S3 17.07 17.62 19.23
S4 15.62 16.17 18.83
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 34.52 31.74 22.19
R3 29.86 27.08 20.91
R2 25.20 25.20 20.48
R1 22.42 22.42 20.06 21.48
PP 20.54 20.54 20.54 20.08
S1 17.76 17.76 19.20 16.82
S2 15.88 15.88 18.78
S3 11.22 13.10 18.35
S4 6.56 8.44 17.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.33 18.67 4.66 23.7% 2.01 10.2% 21% False False
10 25.36 18.67 6.69 34.1% 1.95 9.9% 14% False False
20 37.52 18.67 18.85 96.0% 2.65 13.5% 5% False False
40 37.79 18.67 19.12 97.4% 3.36 17.1% 5% False False
60 38.93 17.36 21.57 109.9% 3.55 18.1% 11% False False
80 38.93 16.34 22.59 115.1% 3.27 16.7% 15% False False
100 38.93 16.03 22.90 116.7% 3.26 16.6% 16% False False
120 38.93 14.73 24.20 123.3% 2.95 15.0% 20% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 27.02
2.618 24.66
1.618 23.21
1.000 22.31
0.618 21.76
HIGH 20.86
0.618 20.31
0.500 20.14
0.382 19.96
LOW 19.41
0.618 18.51
1.000 17.96
1.618 17.06
2.618 15.61
4.250 13.25
Fisher Pivots for day following 01-Apr-2022
Pivot 1 day 3 day
R1 20.14 20.10
PP 19.97 19.94
S1 19.80 19.79

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

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