CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Jul-2022
Day Change Summary
Previous Current
06-Jul-2022 07-Jul-2022 Change Change % Previous Week
Open 27.84 26.73 -1.11 -4.0% 28.30
High 28.07 26.79 -1.28 -4.6% 30.22
Low 26.43 25.66 -0.77 -2.9% 26.48
Close 26.73 26.08 -0.65 -2.4% 27.96
Range 1.64 1.13 -0.51 -31.1% 3.74
ATR 2.64 2.53 -0.11 -4.1% 0.00
Volume
Daily Pivots for day following 07-Jul-2022
Classic Woodie Camarilla DeMark
R4 29.57 28.95 26.70
R3 28.44 27.82 26.39
R2 27.31 27.31 26.29
R1 26.69 26.69 26.18 26.44
PP 26.18 26.18 26.18 26.05
S1 25.56 25.56 25.98 25.31
S2 25.05 25.05 25.87
S3 23.92 24.43 25.77
S4 22.79 23.30 25.46
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 39.44 37.44 30.02
R3 35.70 33.70 28.99
R2 31.96 31.96 28.65
R1 29.96 29.96 28.30 29.09
PP 28.22 28.22 28.22 27.79
S1 26.22 26.22 27.62 25.35
S2 24.48 24.48 27.27
S3 20.74 22.48 26.93
S4 17.00 18.74 25.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.22 25.66 4.56 17.5% 2.02 7.8% 9% False True
10 30.22 25.66 4.56 17.5% 1.94 7.5% 9% False True
20 35.00 23.74 11.26 43.2% 2.43 9.3% 21% False False
40 35.00 23.74 11.26 43.2% 2.50 9.6% 21% False False
60 36.64 19.75 16.89 64.8% 3.00 11.5% 37% False False
80 36.64 18.45 18.19 69.7% 2.87 11.0% 42% False False
100 37.79 18.45 19.34 74.2% 3.13 12.0% 39% False False
120 38.93 17.45 21.48 82.4% 3.28 12.6% 40% 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 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 31.59
2.618 29.75
1.618 28.62
1.000 27.92
0.618 27.49
HIGH 26.79
0.618 26.36
0.500 26.23
0.382 26.09
LOW 25.66
0.618 24.96
1.000 24.53
1.618 23.83
2.618 22.70
4.250 20.86
Fisher Pivots for day following 07-Jul-2022
Pivot 1 day 3 day
R1 26.23 27.73
PP 26.18 27.18
S1 26.13 26.63

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

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