CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 29.07 28.30 -0.77 -2.6% 30.63
High 29.72 28.66 -1.06 -3.6% 31.57
Low 26.83 26.93 0.10 0.4% 26.83
Close 27.23 26.95 -0.28 -1.0% 27.23
Range 2.89 1.73 -1.16 -40.1% 4.74
ATR 3.01 2.92 -0.09 -3.0% 0.00
Volume
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 32.70 31.56 27.90
R3 30.97 29.83 27.43
R2 29.24 29.24 27.27
R1 28.10 28.10 27.11 27.81
PP 27.51 27.51 27.51 27.37
S1 26.37 26.37 26.79 26.08
S2 25.78 25.78 26.63
S3 24.05 24.64 26.47
S4 22.32 22.91 26.00
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 42.76 39.74 29.84
R3 38.02 35.00 28.53
R2 33.28 33.28 28.10
R1 30.26 30.26 27.66 29.40
PP 28.54 28.54 28.54 28.12
S1 25.52 25.52 26.80 24.66
S2 23.80 23.80 26.36
S3 19.06 20.78 25.93
S4 14.32 16.04 24.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.57 26.83 4.74 17.6% 1.95 7.2% 3% False False
10 35.00 26.83 8.17 30.3% 2.77 10.3% 1% False False
20 35.00 23.74 11.26 41.8% 2.41 8.9% 29% False False
40 36.64 23.74 12.90 47.9% 3.04 11.3% 25% False False
60 36.64 18.45 18.19 67.5% 3.05 11.3% 47% False False
80 37.52 18.45 19.07 70.8% 2.98 11.1% 45% False False
100 37.79 18.45 19.34 71.8% 3.20 11.9% 44% False False
120 38.93 16.34 22.59 83.8% 3.32 12.3% 47% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 36.01
2.618 33.19
1.618 31.46
1.000 30.39
0.618 29.73
HIGH 28.66
0.618 28.00
0.500 27.80
0.382 27.59
LOW 26.93
0.618 25.86
1.000 25.20
1.618 24.13
2.618 22.40
4.250 19.58
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 27.80 28.30
PP 27.51 27.85
S1 27.23 27.40

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

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