CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 30.04 27.38 -2.66 -8.9% 24.52
High 31.60 33.81 2.21 7.0% 28.27
Low 26.80 27.06 0.26 1.0% 19.75
Close 27.02 33.52 6.50 24.1% 28.21
Range 4.80 6.75 1.95 40.6% 8.52
ATR 3.09 3.36 0.26 8.5% 0.00
Volume
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 51.71 49.37 37.23
R3 44.96 42.62 35.38
R2 38.21 38.21 34.76
R1 35.87 35.87 34.14 37.04
PP 31.46 31.46 31.46 32.05
S1 29.12 29.12 32.90 30.29
S2 24.71 24.71 32.28
S3 17.96 22.37 31.66
S4 11.21 15.62 29.81
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 50.97 48.11 32.90
R3 42.45 39.59 30.55
R2 33.93 33.93 29.77
R1 31.07 31.07 28.99 32.50
PP 25.41 25.41 25.41 26.13
S1 22.55 22.55 27.43 23.98
S2 16.89 16.89 26.65
S3 8.37 14.03 25.87
S4 -0.15 5.51 23.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.81 19.75 14.06 41.9% 4.45 13.3% 98% True False
10 33.81 19.75 14.06 41.9% 3.55 10.6% 98% True False
20 33.81 18.45 15.36 45.8% 2.88 8.6% 98% True False
40 37.52 18.45 19.07 56.9% 3.01 9.0% 79% False False
60 37.79 18.45 19.34 57.7% 3.32 9.9% 78% False False
80 38.93 16.34 22.59 67.4% 3.41 10.2% 76% False False
100 38.93 16.34 22.59 67.4% 3.33 9.9% 76% False False
120 38.93 14.73 24.20 72.2% 3.19 9.5% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 62.50
2.618 51.48
1.618 44.73
1.000 40.56
0.618 37.98
HIGH 33.81
0.618 31.23
0.500 30.44
0.382 29.64
LOW 27.06
0.618 22.89
1.000 20.31
1.618 16.14
2.618 9.39
4.250 -1.63
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 32.49 31.75
PP 31.46 29.98
S1 30.44 28.22

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

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