CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-May-2022
Day Change Summary
Previous Current
04-May-2022 05-May-2022 Change Change % Previous Week
Open 29.12 25.97 -3.15 -10.8% 30.04
High 29.42 33.20 3.78 12.8% 34.30
Low 24.95 25.78 0.83 3.3% 26.80
Close 25.42 31.20 5.78 22.7% 33.40
Range 4.47 7.42 2.95 66.0% 7.50
ATR 3.75 4.04 0.29 7.7% 0.00
Volume
Daily Pivots for day following 05-May-2022
Classic Woodie Camarilla DeMark
R4 52.32 49.18 35.28
R3 44.90 41.76 33.24
R2 37.48 37.48 32.56
R1 34.34 34.34 31.88 35.91
PP 30.06 30.06 30.06 30.85
S1 26.92 26.92 30.52 28.49
S2 22.64 22.64 29.84
S3 15.22 19.50 29.16
S4 7.80 12.08 27.12
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 54.00 51.20 37.53
R3 46.50 43.70 35.46
R2 39.00 39.00 34.78
R1 36.20 36.20 34.09 37.60
PP 31.50 31.50 31.50 32.20
S1 28.70 28.70 32.71 30.10
S2 24.00 24.00 32.03
S3 16.50 21.20 31.34
S4 9.00 13.70 29.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.64 24.95 11.69 37.5% 5.26 16.9% 53% False False
10 36.64 22.62 14.02 44.9% 5.05 16.2% 61% False False
20 36.64 19.75 16.89 54.1% 3.79 12.1% 68% False False
40 36.64 18.45 18.19 58.3% 3.16 10.1% 70% False False
60 37.79 18.45 19.34 62.0% 3.50 11.2% 66% False False
80 38.93 17.36 21.57 69.1% 3.62 11.6% 64% False False
100 38.93 16.34 22.59 72.4% 3.38 10.8% 66% False False
120 38.93 16.03 22.90 73.4% 3.38 10.8% 66% 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 0.88
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 64.74
2.618 52.63
1.618 45.21
1.000 40.62
0.618 37.79
HIGH 33.20
0.618 30.37
0.500 29.49
0.382 28.61
LOW 25.78
0.618 21.19
1.000 18.36
1.618 13.77
2.618 6.35
4.250 -5.76
Fisher Pivots for day following 05-May-2022
Pivot 1 day 3 day
R1 30.63 30.49
PP 30.06 29.78
S1 29.49 29.08

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

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