CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Jun-2022
Day Change Summary
Previous Current
28-Jun-2022 29-Jun-2022 Change Change % Previous Week
Open 26.90 28.80 1.90 7.1% 30.63
High 28.68 29.33 0.65 2.3% 31.57
Low 26.48 27.85 1.37 5.2% 26.83
Close 28.36 28.16 -0.20 -0.7% 27.23
Range 2.20 1.48 -0.72 -32.7% 4.74
ATR 2.86 2.77 -0.10 -3.5% 0.00
Volume
Daily Pivots for day following 29-Jun-2022
Classic Woodie Camarilla DeMark
R4 32.89 32.00 28.97
R3 31.41 30.52 28.57
R2 29.93 29.93 28.43
R1 29.04 29.04 28.30 28.75
PP 28.45 28.45 28.45 28.30
S1 27.56 27.56 28.02 27.27
S2 26.97 26.97 27.89
S3 25.49 26.08 27.75
S4 24.01 24.60 27.35
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 29.76 26.48 3.28 11.6% 1.86 6.6% 51% False False
10 34.82 26.48 8.34 29.6% 2.57 9.1% 20% False False
20 35.00 23.74 11.26 40.0% 2.37 8.4% 39% False False
40 35.48 23.74 11.74 41.7% 2.86 10.2% 38% False False
60 36.64 18.45 18.19 64.6% 3.06 10.9% 53% False False
80 37.52 18.45 19.07 67.7% 2.96 10.5% 51% False False
100 37.79 18.45 19.34 68.7% 3.18 11.3% 50% False False
120 38.93 17.36 21.57 76.6% 3.30 11.7% 50% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 True
Stretch 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 35.62
2.618 33.20
1.618 31.72
1.000 30.81
0.618 30.24
HIGH 29.33
0.618 28.76
0.500 28.59
0.382 28.42
LOW 27.85
0.618 26.94
1.000 26.37
1.618 25.46
2.618 23.98
4.250 21.56
Fisher Pivots for day following 29-Jun-2022
Pivot 1 day 3 day
R1 28.59 28.08
PP 28.45 27.99
S1 28.30 27.91

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

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