CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Apr-2022
Day Change Summary
Previous Current
11-Apr-2022 12-Apr-2022 Change Change % Previous Week
Open 23.09 24.94 1.85 8.0% 20.75
High 24.42 25.38 0.96 3.9% 24.78
Low 22.09 22.27 0.18 0.8% 18.45
Close 24.37 24.26 -0.11 -0.5% 21.16
Range 2.33 3.11 0.78 33.5% 6.33
ATR 2.86 2.87 0.02 0.6% 0.00
Volume
Daily Pivots for day following 12-Apr-2022
Classic Woodie Camarilla DeMark
R4 33.30 31.89 25.97
R3 30.19 28.78 25.12
R2 27.08 27.08 24.83
R1 25.67 25.67 24.55 24.82
PP 23.97 23.97 23.97 23.55
S1 22.56 22.56 23.97 21.71
S2 20.86 20.86 23.69
S3 17.75 19.45 23.40
S4 14.64 16.34 22.55
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 40.45 37.14 24.64
R3 34.12 30.81 22.90
R2 27.79 27.79 22.32
R1 24.48 24.48 21.74 26.14
PP 21.46 21.46 21.46 22.29
S1 18.15 18.15 20.58 19.81
S2 15.13 15.13 20.00
S3 8.80 11.82 19.42
S4 2.47 5.49 17.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.38 20.28 5.10 21.0% 2.75 11.3% 78% True False
10 25.38 18.45 6.93 28.6% 2.43 10.0% 84% True False
20 29.80 18.45 11.35 46.8% 2.36 9.7% 51% False False
40 37.79 18.45 19.34 79.7% 3.17 13.1% 30% False False
60 38.93 18.45 20.48 84.4% 3.56 14.7% 28% False False
80 38.93 16.34 22.59 93.1% 3.23 13.3% 35% False False
100 38.93 16.34 22.59 93.1% 3.35 13.8% 35% False False
120 38.93 14.73 24.20 99.8% 3.03 12.5% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 38.60
2.618 33.52
1.618 30.41
1.000 28.49
0.618 27.30
HIGH 25.38
0.618 24.19
0.500 23.83
0.382 23.46
LOW 22.27
0.618 20.35
1.000 19.16
1.618 17.24
2.618 14.13
4.250 9.05
Fisher Pivots for day following 12-Apr-2022
Pivot 1 day 3 day
R1 24.12 23.78
PP 23.97 23.31
S1 23.83 22.83

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

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