CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 28.30 26.90 -1.40 -4.9% 30.63
High 28.66 28.68 0.02 0.1% 31.57
Low 26.93 26.48 -0.45 -1.7% 26.83
Close 26.95 28.36 1.41 5.2% 27.23
Range 1.73 2.20 0.47 27.2% 4.74
ATR 2.92 2.86 -0.05 -1.8% 0.00
Volume
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 34.44 33.60 29.57
R3 32.24 31.40 28.97
R2 30.04 30.04 28.76
R1 29.20 29.20 28.56 29.62
PP 27.84 27.84 27.84 28.05
S1 27.00 27.00 28.16 27.42
S2 25.64 25.64 27.96
S3 23.44 24.80 27.76
S4 21.24 22.60 27.15
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 26.48 5.09 17.9% 2.13 7.5% 37% False True
10 34.82 26.48 8.34 29.4% 2.62 9.2% 23% False True
20 35.00 23.74 11.26 39.7% 2.42 8.5% 41% False False
40 36.64 23.74 12.90 45.5% 2.95 10.4% 36% False False
60 36.64 18.45 18.19 64.1% 3.06 10.8% 54% False False
80 37.52 18.45 19.07 67.2% 2.98 10.5% 52% False False
100 37.79 18.45 19.34 68.2% 3.20 11.3% 51% False False
120 38.93 16.58 22.35 78.8% 3.32 11.7% 53% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.03
2.618 34.44
1.618 32.24
1.000 30.88
0.618 30.04
HIGH 28.68
0.618 27.84
0.500 27.58
0.382 27.32
LOW 26.48
0.618 25.12
1.000 24.28
1.618 22.92
2.618 20.72
4.250 17.13
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 28.10 28.27
PP 27.84 28.19
S1 27.58 28.10

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

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