CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jun-2022
Day Change Summary
Previous Current
01-Jun-2022 02-Jun-2022 Change Change % Previous Week
Open 26.05 25.73 -0.32 -1.2% 28.98
High 27.73 26.50 -1.23 -4.4% 31.07
Low 25.38 24.33 -1.05 -4.1% 25.57
Close 25.69 24.72 -0.97 -3.8% 26.16
Range 2.35 2.17 -0.18 -7.7% 5.50
ATR 3.19 3.12 -0.07 -2.3% 0.00
Volume
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 31.69 30.38 25.91
R3 29.52 28.21 25.32
R2 27.35 27.35 25.12
R1 26.04 26.04 24.92 25.61
PP 25.18 25.18 25.18 24.97
S1 23.87 23.87 24.52 23.44
S2 23.01 23.01 24.32
S3 20.84 21.70 24.12
S4 18.67 19.53 23.53
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 28.46 24.33 4.13 16.7% 2.05 8.3% 9% False True
10 33.11 24.33 8.78 35.5% 2.53 10.2% 4% False True
20 35.48 24.33 11.15 45.1% 3.17 12.8% 3% False True
40 36.64 19.75 16.89 68.3% 3.38 13.7% 29% False False
60 36.64 18.45 18.19 73.6% 3.08 12.5% 34% False False
80 37.79 18.45 19.34 78.2% 3.35 13.5% 32% False False
100 38.93 17.36 21.57 87.3% 3.49 14.1% 34% False False
120 38.93 16.34 22.59 91.4% 3.31 13.4% 37% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 35.72
2.618 32.18
1.618 30.01
1.000 28.67
0.618 27.84
HIGH 26.50
0.618 25.67
0.500 25.42
0.382 25.16
LOW 24.33
0.618 22.99
1.000 22.16
1.618 20.82
2.618 18.65
4.250 15.11
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 25.42 26.34
PP 25.18 25.80
S1 24.95 25.26

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

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