CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 27.47 26.05 -1.42 -5.2% 28.98
High 28.35 27.73 -0.62 -2.2% 31.07
Low 25.94 25.38 -0.56 -2.2% 25.57
Close 26.19 25.69 -0.50 -1.9% 26.16
Range 2.41 2.35 -0.06 -2.5% 5.50
ATR 3.26 3.19 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 33.32 31.85 26.98
R3 30.97 29.50 26.34
R2 28.62 28.62 26.12
R1 27.15 27.15 25.91 26.71
PP 26.27 26.27 26.27 26.05
S1 24.80 24.80 25.47 24.36
S2 23.92 23.92 25.26
S3 21.57 22.45 25.04
S4 19.22 20.10 24.40
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 44.10 40.63 29.19
R3 38.60 35.13 27.67
R2 33.10 33.10 27.17
R1 29.63 29.63 26.66 28.62
PP 27.60 27.60 27.60 27.09
S1 24.13 24.13 25.66 23.12
S2 22.10 22.10 25.15
S3 16.60 18.63 24.65
S4 11.10 13.13 23.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.23 25.38 4.85 18.9% 2.03 7.9% 6% False True
10 33.11 25.38 7.73 30.1% 2.84 11.1% 4% False True
20 35.48 24.95 10.53 41.0% 3.28 12.8% 7% False False
40 36.64 18.55 18.09 70.4% 3.40 13.2% 39% False False
60 37.52 18.45 19.07 74.2% 3.12 12.2% 38% False False
80 37.79 18.45 19.34 75.3% 3.36 13.1% 37% False False
100 38.93 17.36 21.57 84.0% 3.49 13.6% 39% False False
120 38.93 16.34 22.59 87.9% 3.31 12.9% 41% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 37.72
2.618 33.88
1.618 31.53
1.000 30.08
0.618 29.18
HIGH 27.73
0.618 26.83
0.500 26.56
0.382 26.28
LOW 25.38
0.618 23.93
1.000 23.03
1.618 21.58
2.618 19.23
4.250 15.39
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 26.56 26.87
PP 26.27 26.47
S1 25.98 26.08

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

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