CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Apr-2022
Day Change Summary
Previous Current
12-Apr-2022 13-Apr-2022 Change Change % Previous Week
Open 24.94 23.52 -1.42 -5.7% 20.75
High 25.38 24.45 -0.93 -3.7% 24.78
Low 22.27 21.37 -0.90 -4.0% 18.45
Close 24.26 21.82 -2.44 -10.1% 21.16
Range 3.11 3.08 -0.03 -1.0% 6.33
ATR 2.87 2.89 0.01 0.5% 0.00
Volume
Daily Pivots for day following 13-Apr-2022
Classic Woodie Camarilla DeMark
R4 31.79 29.88 23.51
R3 28.71 26.80 22.67
R2 25.63 25.63 22.38
R1 23.72 23.72 22.10 23.14
PP 22.55 22.55 22.55 22.25
S1 20.64 20.64 21.54 20.06
S2 19.47 19.47 21.26
S3 16.39 17.56 20.97
S4 13.31 14.48 20.13
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 23.4% 2.66 12.2% 30% False False
10 25.38 18.45 6.93 31.8% 2.56 11.7% 49% False False
20 27.47 18.45 9.02 41.3% 2.34 10.7% 37% False False
40 37.79 18.45 19.34 88.6% 3.18 14.6% 17% False False
60 38.93 18.45 20.48 93.9% 3.58 16.4% 16% False False
80 38.93 16.34 22.59 103.5% 3.24 14.8% 24% False False
100 38.93 16.34 22.59 103.5% 3.36 15.4% 24% False False
120 38.93 14.73 24.20 110.9% 3.05 14.0% 29% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 37.54
2.618 32.51
1.618 29.43
1.000 27.53
0.618 26.35
HIGH 24.45
0.618 23.27
0.500 22.91
0.382 22.55
LOW 21.37
0.618 19.47
1.000 18.29
1.618 16.39
2.618 13.31
4.250 8.28
Fisher Pivots for day following 13-Apr-2022
Pivot 1 day 3 day
R1 22.91 23.38
PP 22.55 22.86
S1 22.18 22.34

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

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