CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-May-2022
Day Change Summary
Previous Current
11-May-2022 12-May-2022 Change Change % Previous Week
Open 32.87 33.74 0.87 2.6% 33.35
High 34.39 34.76 0.37 1.1% 36.64
Low 30.73 31.70 0.97 3.2% 24.95
Close 32.56 31.77 -0.79 -2.4% 30.19
Range 3.66 3.06 -0.60 -16.4% 11.69
ATR 4.07 4.00 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 12-May-2022
Classic Woodie Camarilla DeMark
R4 41.92 39.91 33.45
R3 38.86 36.85 32.61
R2 35.80 35.80 32.33
R1 33.79 33.79 32.05 33.27
PP 32.74 32.74 32.74 32.48
S1 30.73 30.73 31.49 30.21
S2 29.68 29.68 31.21
S3 26.62 27.67 30.93
S4 23.56 24.61 30.09
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 29.83 5.65 17.8% 3.68 11.6% 34% False False
10 36.64 24.95 11.69 36.8% 4.47 14.1% 58% False False
20 36.64 19.75 16.89 53.2% 4.05 12.7% 71% False False
40 36.64 18.45 18.19 57.3% 3.19 10.1% 73% False False
60 37.79 18.45 19.34 60.9% 3.47 10.9% 69% False False
80 38.93 18.45 20.48 64.5% 3.69 11.6% 65% False False
100 38.93 16.34 22.59 71.1% 3.40 10.7% 68% False False
120 38.93 16.34 22.59 71.1% 3.48 10.9% 68% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.77
2.618 42.77
1.618 39.71
1.000 37.82
0.618 36.65
HIGH 34.76
0.618 33.59
0.500 33.23
0.382 32.87
LOW 31.70
0.618 29.81
1.000 28.64
1.618 26.75
2.618 23.69
4.250 18.70
Fisher Pivots for day following 12-May-2022
Pivot 1 day 3 day
R1 33.23 32.79
PP 32.74 32.45
S1 32.26 32.11

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

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