CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Jul-2022
Day Change Summary
Previous Current
07-Jul-2022 08-Jul-2022 Change Change % Previous Week
Open 26.73 26.41 -0.32 -1.2% 27.37
High 26.79 26.61 -0.18 -0.7% 29.80
Low 25.66 24.43 -1.23 -4.8% 24.43
Close 26.08 24.64 -1.44 -5.5% 24.64
Range 1.13 2.18 1.05 92.9% 5.37
ATR 2.53 2.50 -0.02 -1.0% 0.00
Volume
Daily Pivots for day following 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 31.77 30.38 25.84
R3 29.59 28.20 25.24
R2 27.41 27.41 25.04
R1 26.02 26.02 24.84 25.63
PP 25.23 25.23 25.23 25.03
S1 23.84 23.84 24.44 23.45
S2 23.05 23.05 24.24
S3 20.87 21.66 24.04
S4 18.69 19.48 23.44
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 42.40 38.89 27.59
R3 37.03 33.52 26.12
R2 31.66 31.66 25.62
R1 28.15 28.15 25.13 27.22
PP 26.29 26.29 26.29 25.83
S1 22.78 22.78 24.15 21.85
S2 20.92 20.92 23.66
S3 15.55 17.41 23.16
S4 10.18 12.04 21.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.80 24.43 5.37 21.8% 2.07 8.4% 4% False True
10 30.22 24.43 5.79 23.5% 2.06 8.4% 4% False True
20 35.00 23.82 11.18 45.4% 2.48 10.1% 7% False False
40 35.00 23.74 11.26 45.7% 2.49 10.1% 8% False False
60 36.64 19.75 16.89 68.5% 3.00 12.2% 29% False False
80 36.64 18.45 18.19 73.8% 2.85 11.6% 34% False False
100 37.79 18.45 19.34 78.5% 3.07 12.5% 32% False False
120 38.93 18.45 20.48 83.1% 3.28 13.3% 30% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 35.88
2.618 32.32
1.618 30.14
1.000 28.79
0.618 27.96
HIGH 26.61
0.618 25.78
0.500 25.52
0.382 25.26
LOW 24.43
0.618 23.08
1.000 22.25
1.618 20.90
2.618 18.72
4.250 15.17
Fisher Pivots for day following 08-Jul-2022
Pivot 1 day 3 day
R1 25.52 26.25
PP 25.23 25.71
S1 24.93 25.18

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

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