CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Apr-2022
Day Change Summary
Previous Current
04-Apr-2022 05-Apr-2022 Change Change % Previous Week
Open 20.75 18.79 -1.96 -9.4% 22.14
High 20.78 21.57 0.79 3.8% 23.33
Low 18.45 18.55 0.10 0.5% 18.67
Close 18.57 21.03 2.46 13.2% 19.63
Range 2.33 3.02 0.69 29.6% 4.66
ATR 2.82 2.83 0.01 0.5% 0.00
Volume
Daily Pivots for day following 05-Apr-2022
Classic Woodie Camarilla DeMark
R4 29.44 28.26 22.69
R3 26.42 25.24 21.86
R2 23.40 23.40 21.58
R1 22.22 22.22 21.31 22.81
PP 20.38 20.38 20.38 20.68
S1 19.20 19.20 20.75 19.79
S2 17.36 17.36 20.48
S3 14.34 16.18 20.20
S4 11.32 13.16 19.37
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 21.57 18.45 3.12 14.8% 2.11 10.0% 83% True False
10 24.03 18.45 5.58 26.5% 2.11 10.0% 46% False False
20 34.12 18.45 15.67 74.5% 2.48 11.8% 16% False False
40 37.79 18.45 19.34 92.0% 3.31 15.8% 13% False False
60 38.93 17.36 21.57 102.6% 3.57 17.0% 17% False False
80 38.93 16.34 22.59 107.4% 3.27 15.5% 21% False False
100 38.93 16.03 22.90 108.9% 3.27 15.5% 22% False False
120 38.93 14.73 24.20 115.1% 2.96 14.1% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 34.41
2.618 29.48
1.618 26.46
1.000 24.59
0.618 23.44
HIGH 21.57
0.618 20.42
0.500 20.06
0.382 19.70
LOW 18.55
0.618 16.68
1.000 15.53
1.618 13.66
2.618 10.64
4.250 5.72
Fisher Pivots for day following 05-Apr-2022
Pivot 1 day 3 day
R1 20.71 20.69
PP 20.38 20.35
S1 20.06 20.01

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

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