CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 24.37 24.29 -0.08 -0.3% 27.47
High 24.78 26.24 1.46 5.9% 28.35
Low 23.74 23.82 0.08 0.3% 24.33
Close 23.96 26.09 2.13 8.9% 24.79
Range 1.04 2.42 1.38 132.7% 4.02
ATR 2.68 2.67 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 32.64 31.79 27.42
R3 30.22 29.37 26.76
R2 27.80 27.80 26.53
R1 26.95 26.95 26.31 27.38
PP 25.38 25.38 25.38 25.60
S1 24.53 24.53 25.87 24.96
S2 22.96 22.96 25.65
S3 20.54 22.11 25.42
S4 18.12 19.69 24.76
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 37.88 35.36 27.00
R3 33.86 31.34 25.90
R2 29.84 29.84 25.53
R1 27.32 27.32 25.16 26.57
PP 25.82 25.82 25.82 25.45
S1 23.30 23.30 24.42 22.55
S2 21.80 21.80 24.05
S3 17.78 19.28 23.68
S4 13.76 15.26 22.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.24 23.74 2.50 9.6% 1.60 6.1% 94% True False
10 28.46 23.74 4.72 18.1% 1.83 7.0% 50% False False
20 34.76 23.74 11.02 42.2% 2.43 9.3% 21% False False
40 36.64 19.75 16.89 64.7% 3.24 12.4% 38% False False
60 36.64 18.45 18.19 69.7% 2.95 11.3% 42% False False
80 37.79 18.45 19.34 74.1% 3.20 12.3% 40% False False
100 38.93 18.45 20.48 78.5% 3.43 13.1% 37% False False
120 38.93 16.34 22.59 86.6% 3.24 12.4% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 36.53
2.618 32.58
1.618 30.16
1.000 28.66
0.618 27.74
HIGH 26.24
0.618 25.32
0.500 25.03
0.382 24.74
LOW 23.82
0.618 22.32
1.000 21.40
1.618 19.90
2.618 17.48
4.250 13.54
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 25.74 25.72
PP 25.38 25.36
S1 25.03 24.99

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

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