CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 31.90 33.66 1.76 5.5% 33.35
High 35.48 34.84 -0.64 -1.8% 36.64
Low 31.90 32.24 0.34 1.1% 24.95
Close 34.75 32.99 -1.76 -5.1% 30.19
Range 3.58 2.60 -0.98 -27.4% 11.69
ATR 4.22 4.11 -0.12 -2.7% 0.00
Volume
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 41.16 39.67 34.42
R3 38.56 37.07 33.71
R2 35.96 35.96 33.47
R1 34.47 34.47 33.23 33.92
PP 33.36 33.36 33.36 33.08
S1 31.87 31.87 32.75 31.32
S2 30.76 30.76 32.51
S3 28.16 29.27 32.28
S4 25.56 26.67 31.56
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 65.66 59.62 36.62
R3 53.97 47.93 33.40
R2 42.28 42.28 32.33
R1 36.24 36.24 31.26 33.42
PP 30.59 30.59 30.59 29.18
S1 24.55 24.55 29.12 21.73
S2 18.90 18.90 28.05
S3 7.21 12.86 26.98
S4 -4.48 1.17 23.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.48 24.95 10.53 31.9% 4.72 14.3% 76% False False
10 36.64 24.95 11.69 35.4% 4.50 13.6% 69% False False
20 36.64 19.75 16.89 51.2% 4.02 12.2% 78% False False
40 36.64 18.45 18.19 55.1% 3.22 9.8% 80% False False
60 37.79 18.45 19.34 58.6% 3.46 10.5% 75% False False
80 38.93 18.45 20.48 62.1% 3.67 11.1% 71% False False
100 38.93 16.34 22.59 68.5% 3.40 10.3% 74% False False
120 38.93 16.28 22.65 68.7% 3.44 10.4% 74% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.04
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 45.89
2.618 41.65
1.618 39.05
1.000 37.44
0.618 36.45
HIGH 34.84
0.618 33.85
0.500 33.54
0.382 33.23
LOW 32.24
0.618 30.63
1.000 29.64
1.618 28.03
2.618 25.43
4.250 21.19
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 33.54 32.88
PP 33.36 32.77
S1 33.17 32.66

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

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