CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-May-2022
Day Change Summary
Previous Current
25-May-2022 26-May-2022 Change Change % Previous Week
Open 29.33 28.42 -0.91 -3.1% 30.01
High 30.23 28.46 -1.77 -5.9% 33.11
Low 28.16 27.11 -1.05 -3.7% 25.51
Close 28.37 27.50 -0.87 -3.1% 29.43
Range 2.07 1.35 -0.72 -34.8% 7.60
ATR 3.59 3.43 -0.16 -4.5% 0.00
Volume
Daily Pivots for day following 26-May-2022
Classic Woodie Camarilla DeMark
R4 31.74 30.97 28.24
R3 30.39 29.62 27.87
R2 29.04 29.04 27.75
R1 28.27 28.27 27.62 27.98
PP 27.69 27.69 27.69 27.55
S1 26.92 26.92 27.38 26.63
S2 26.34 26.34 27.25
S3 24.99 25.57 27.13
S4 23.64 24.22 26.76
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 32.91 27.11 5.80 21.1% 2.47 9.0% 7% False True
10 33.11 25.51 7.60 27.6% 2.86 10.4% 26% False False
20 36.64 24.95 11.69 42.5% 3.67 13.3% 22% False False
40 36.64 18.45 18.19 66.1% 3.38 12.3% 50% False False
60 37.52 18.45 19.07 69.3% 3.18 11.5% 47% False False
80 37.79 18.45 19.34 70.3% 3.40 12.3% 47% False False
100 38.93 16.34 22.59 82.1% 3.50 12.7% 49% False False
120 38.93 16.34 22.59 82.1% 3.34 12.1% 49% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 34.20
2.618 31.99
1.618 30.64
1.000 29.81
0.618 29.29
HIGH 28.46
0.618 27.94
0.500 27.79
0.382 27.63
LOW 27.11
0.618 26.28
1.000 25.76
1.618 24.93
2.618 23.58
4.250 21.37
Fisher Pivots for day following 26-May-2022
Pivot 1 day 3 day
R1 27.79 29.09
PP 27.69 28.56
S1 27.60 28.03

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

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