CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 31.24 28.78 -2.46 -7.9% 30.01
High 33.11 32.91 -0.20 -0.6% 33.11
Low 29.06 28.13 -0.93 -3.2% 25.51
Close 29.35 29.43 0.08 0.3% 29.43
Range 4.05 4.78 0.73 18.0% 7.60
ATR 3.85 3.92 0.07 1.7% 0.00
Volume
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 44.50 41.74 32.06
R3 39.72 36.96 30.74
R2 34.94 34.94 30.31
R1 32.18 32.18 29.87 33.56
PP 30.16 30.16 30.16 30.85
S1 27.40 27.40 28.99 28.78
S2 25.38 25.38 28.55
S3 20.60 22.62 28.12
S4 15.82 17.84 26.80
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 52.15 48.39 33.61
R3 44.55 40.79 31.52
R2 36.95 36.95 30.82
R1 33.19 33.19 30.13 31.27
PP 29.35 29.35 29.35 28.39
S1 25.59 25.59 28.73 23.67
S2 21.75 21.75 28.04
S3 14.15 17.99 27.34
S4 6.55 10.39 25.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.11 25.51 7.60 25.8% 3.73 12.7% 52% False False
10 35.48 25.51 9.97 33.9% 3.40 11.5% 39% False False
20 36.64 24.95 11.69 39.7% 4.21 14.3% 38% False False
40 36.64 18.45 18.19 61.8% 3.41 11.6% 60% False False
60 37.52 18.45 19.07 64.8% 3.39 11.5% 58% False False
80 37.79 18.45 19.34 65.7% 3.53 12.0% 57% False False
100 38.93 16.34 22.59 76.8% 3.48 11.8% 58% False False
120 38.93 16.34 22.59 76.8% 3.51 11.9% 58% 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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.23
2.618 45.42
1.618 40.64
1.000 37.69
0.618 35.86
HIGH 32.91
0.618 31.08
0.500 30.52
0.382 29.96
LOW 28.13
0.618 25.18
1.000 23.35
1.618 20.40
2.618 15.62
4.250 7.82
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 30.52 29.66
PP 30.16 29.58
S1 29.79 29.51

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

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