CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-May-2022
Day Change Summary
Previous Current
20-May-2022 23-May-2022 Change Change % Previous Week
Open 28.78 28.98 0.20 0.7% 30.01
High 32.91 30.39 -2.52 -7.7% 33.11
Low 28.13 28.29 0.16 0.6% 25.51
Close 29.43 28.48 -0.95 -3.2% 29.43
Range 4.78 2.10 -2.68 -56.1% 7.60
ATR 3.92 3.79 -0.13 -3.3% 0.00
Volume
Daily Pivots for day following 23-May-2022
Classic Woodie Camarilla DeMark
R4 35.35 34.02 29.64
R3 33.25 31.92 29.06
R2 31.15 31.15 28.87
R1 29.82 29.82 28.67 29.44
PP 29.05 29.05 29.05 28.86
S1 27.72 27.72 28.29 27.34
S2 26.95 26.95 28.10
S3 24.85 25.62 27.90
S4 22.75 23.52 27.33
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 26.7% 3.57 12.5% 39% False False
10 34.84 25.51 9.33 32.8% 3.25 11.4% 32% False False
20 36.64 24.95 11.69 41.0% 4.08 14.3% 30% False False
40 36.64 18.45 18.19 63.9% 3.41 12.0% 55% False False
60 37.52 18.45 19.07 67.0% 3.34 11.7% 53% False False
80 37.79 18.45 19.34 67.9% 3.50 12.3% 52% False False
100 38.93 16.34 22.59 79.3% 3.49 12.2% 54% False False
120 38.93 16.34 22.59 79.3% 3.49 12.2% 54% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.79
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 39.32
2.618 35.89
1.618 33.79
1.000 32.49
0.618 31.69
HIGH 30.39
0.618 29.59
0.500 29.34
0.382 29.09
LOW 28.29
0.618 26.99
1.000 26.19
1.618 24.89
2.618 22.79
4.250 19.37
Fisher Pivots for day following 23-May-2022
Pivot 1 day 3 day
R1 29.34 30.62
PP 29.05 29.91
S1 28.77 29.19

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

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