CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 26.26 31.37 5.11 19.5% 25.37
High 29.63 35.00 5.37 18.1% 29.63
Low 26.05 31.29 5.24 20.1% 23.74
Close 27.75 34.02 6.27 22.6% 27.75
Range 3.58 3.71 0.13 3.6% 5.89
ATR 2.73 3.05 0.32 11.8% 0.00
Volume
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 44.57 43.00 36.06
R3 40.86 39.29 35.04
R2 37.15 37.15 34.70
R1 35.58 35.58 34.36 36.37
PP 33.44 33.44 33.44 33.83
S1 31.87 31.87 33.68 32.66
S2 29.73 29.73 33.34
S3 26.02 28.16 33.00
S4 22.31 24.45 31.98
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 44.71 42.12 30.99
R3 38.82 36.23 29.37
R2 32.93 32.93 28.83
R1 30.34 30.34 28.29 31.64
PP 27.04 27.04 27.04 27.69
S1 24.45 24.45 27.21 25.75
S2 21.15 21.15 26.67
S3 15.26 18.56 26.13
S4 9.37 12.67 24.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.00 23.74 11.26 33.1% 2.62 7.7% 91% True False
10 35.00 23.74 11.26 33.1% 2.22 6.5% 91% True False
20 35.00 23.74 11.26 33.1% 2.52 7.4% 91% True False
40 36.64 19.75 16.89 49.6% 3.30 9.7% 84% False False
60 36.64 18.45 18.19 53.5% 2.97 8.7% 86% False False
80 37.79 18.45 19.34 56.8% 3.22 9.5% 81% False False
100 38.93 18.45 20.48 60.2% 3.46 10.2% 76% False False
120 38.93 16.34 22.59 66.4% 3.24 9.5% 78% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 50.77
2.618 44.71
1.618 41.00
1.000 38.71
0.618 37.29
HIGH 35.00
0.618 33.58
0.500 33.15
0.382 32.71
LOW 31.29
0.618 29.00
1.000 27.58
1.618 25.29
2.618 21.58
4.250 15.52
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 33.73 32.48
PP 33.44 30.95
S1 33.15 29.41

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

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