CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 33.66 32.87 -0.79 -2.3% 33.35
High 34.84 34.39 -0.45 -1.3% 36.64
Low 32.24 30.73 -1.51 -4.7% 24.95
Close 32.99 32.56 -0.43 -1.3% 30.19
Range 2.60 3.66 1.06 40.8% 11.69
ATR 4.11 4.07 -0.03 -0.8% 0.00
Volume
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 43.54 41.71 34.57
R3 39.88 38.05 33.57
R2 36.22 36.22 33.23
R1 34.39 34.39 32.90 33.48
PP 32.56 32.56 32.56 32.10
S1 30.73 30.73 32.22 29.82
S2 28.90 28.90 31.89
S3 25.24 27.07 31.55
S4 21.58 23.41 30.55
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 25.78 9.70 29.8% 4.55 14.0% 70% False False
10 36.64 24.95 11.69 35.9% 4.57 14.0% 65% False False
20 36.64 19.75 16.89 51.9% 4.05 12.4% 76% False False
40 36.64 18.45 18.19 55.9% 3.21 9.8% 78% False False
60 37.79 18.45 19.34 59.4% 3.46 10.6% 73% False False
80 38.93 18.45 20.48 62.9% 3.68 11.3% 69% False False
100 38.93 16.34 22.59 69.4% 3.40 10.4% 72% False False
120 38.93 16.34 22.59 69.4% 3.47 10.7% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.95
2.618 43.97
1.618 40.31
1.000 38.05
0.618 36.65
HIGH 34.39
0.618 32.99
0.500 32.56
0.382 32.13
LOW 30.73
0.618 28.47
1.000 27.07
1.618 24.81
2.618 21.15
4.250 15.18
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 32.56 33.11
PP 32.56 32.92
S1 32.56 32.74

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

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