CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 27.07 26.74 -0.33 -1.2% 31.90
High 27.17 31.49 4.32 15.9% 35.48
Low 25.51 26.21 0.70 2.7% 28.78
Close 26.10 30.96 4.86 18.6% 28.87
Range 1.66 5.28 3.62 218.1% 6.70
ATR 3.72 3.84 0.12 3.2% 0.00
Volume
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 45.39 43.46 33.86
R3 40.11 38.18 32.41
R2 34.83 34.83 31.93
R1 32.90 32.90 31.44 33.87
PP 29.55 29.55 29.55 30.04
S1 27.62 27.62 30.48 28.59
S2 24.27 24.27 29.99
S3 18.99 22.34 29.51
S4 13.71 17.06 28.06
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 51.14 46.71 32.56
R3 44.44 40.01 30.71
R2 37.74 37.74 30.10
R1 33.31 33.31 29.48 32.18
PP 31.04 31.04 31.04 30.48
S1 26.61 26.61 28.26 25.48
S2 24.34 24.34 27.64
S3 17.64 19.91 27.03
S4 10.94 13.21 25.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.76 25.51 9.25 29.9% 3.06 9.9% 59% False False
10 35.48 25.51 9.97 32.2% 3.81 12.3% 55% False False
20 36.64 19.81 16.83 54.4% 4.23 13.7% 66% False False
40 36.64 18.45 18.19 58.8% 3.28 10.6% 69% False False
60 37.79 18.45 19.34 62.5% 3.44 11.1% 65% False False
80 37.79 18.45 19.34 62.5% 3.58 11.5% 65% False False
100 38.93 16.34 22.59 73.0% 3.42 11.0% 65% False False
120 38.93 16.34 22.59 73.0% 3.51 11.3% 65% 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 0.73
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 53.93
2.618 45.31
1.618 40.03
1.000 36.77
0.618 34.75
HIGH 31.49
0.618 29.47
0.500 28.85
0.382 28.23
LOW 26.21
0.618 22.95
1.000 20.93
1.618 17.67
2.618 12.39
4.250 3.77
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 30.26 30.14
PP 29.55 29.32
S1 28.85 28.50

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

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