CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 32.84 30.63 -2.21 -6.7% 31.37
High 33.27 30.65 -2.62 -7.9% 35.00
Low 30.47 29.33 -1.14 -3.7% 27.76
Close 32.06 30.19 -1.87 -5.8% 32.06
Range 2.80 1.32 -1.48 -52.9% 7.24
ATR 3.24 3.20 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 34.02 33.42 30.92
R3 32.70 32.10 30.55
R2 31.38 31.38 30.43
R1 30.78 30.78 30.31 30.42
PP 30.06 30.06 30.06 29.88
S1 29.46 29.46 30.07 29.10
S2 28.74 28.74 29.95
S3 27.42 28.14 29.83
S4 26.10 26.82 29.46
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 53.33 49.93 36.04
R3 46.09 42.69 34.05
R2 38.85 38.85 33.39
R1 35.45 35.45 32.72 37.15
PP 31.61 31.61 31.61 32.46
S1 28.21 28.21 31.40 29.91
S2 24.37 24.37 30.73
S3 17.13 20.97 30.07
S4 9.89 13.73 28.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.82 27.76 7.06 23.4% 3.11 10.3% 34% False False
10 35.00 23.74 11.26 37.3% 2.86 9.5% 57% False False
20 35.00 23.74 11.26 37.3% 2.36 7.8% 57% False False
40 36.64 23.74 12.90 42.7% 3.29 10.9% 50% False False
60 36.64 18.45 18.19 60.3% 3.06 10.1% 65% False False
80 37.52 18.45 19.07 63.2% 3.13 10.4% 62% False False
100 37.79 18.45 19.34 64.1% 3.30 10.9% 61% False False
120 38.93 16.34 22.59 74.8% 3.29 10.9% 61% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 36.26
2.618 34.11
1.618 32.79
1.000 31.97
0.618 31.47
HIGH 30.65
0.618 30.15
0.500 29.99
0.382 29.83
LOW 29.33
0.618 28.51
1.000 28.01
1.618 27.19
2.618 25.87
4.250 23.72
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 30.12 32.08
PP 30.06 31.45
S1 29.99 30.82

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

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