CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Apr-2022
Day Change Summary
Previous Current
26-Apr-2022 27-Apr-2022 Change Change % Previous Week
Open 27.38 31.11 3.73 13.6% 24.52
High 33.81 32.77 -1.04 -3.1% 28.27
Low 27.06 29.82 2.76 10.2% 19.75
Close 33.52 31.60 -1.92 -5.7% 28.21
Range 6.75 2.95 -3.80 -56.3% 8.52
ATR 3.36 3.38 0.02 0.7% 0.00
Volume
Daily Pivots for day following 27-Apr-2022
Classic Woodie Camarilla DeMark
R4 40.25 38.87 33.22
R3 37.30 35.92 32.41
R2 34.35 34.35 32.14
R1 32.97 32.97 31.87 33.66
PP 31.40 31.40 31.40 31.74
S1 30.02 30.02 31.33 30.71
S2 28.45 28.45 31.06
S3 25.50 27.07 30.79
S4 22.55 24.12 29.98
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 19.81 14.00 44.3% 4.72 14.9% 84% False False
10 33.81 19.75 14.06 44.5% 3.53 11.2% 84% False False
20 33.81 18.45 15.36 48.6% 2.98 9.4% 86% False False
40 37.52 18.45 19.07 60.3% 2.94 9.3% 69% False False
60 37.79 18.45 19.34 61.2% 3.29 10.4% 68% False False
80 38.93 16.34 22.59 71.5% 3.43 10.9% 68% False False
100 38.93 16.34 22.59 71.5% 3.33 10.5% 68% False False
120 38.93 14.73 24.20 76.6% 3.21 10.1% 70% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.31
2.618 40.49
1.618 37.54
1.000 35.72
0.618 34.59
HIGH 32.77
0.618 31.64
0.500 31.30
0.382 30.95
LOW 29.82
0.618 28.00
1.000 26.87
1.618 25.05
2.618 22.10
4.250 17.28
Fisher Pivots for day following 27-Apr-2022
Pivot 1 day 3 day
R1 31.50 31.17
PP 31.40 30.74
S1 31.30 30.31

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

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