CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Jul-2022
Day Change Summary
Previous Current
11-Jul-2022 12-Jul-2022 Change Change % Previous Week
Open 26.42 27.14 0.72 2.7% 27.37
High 26.74 27.75 1.01 3.8% 29.80
Low 25.79 25.82 0.03 0.1% 24.43
Close 26.17 27.29 1.12 4.3% 24.64
Range 0.95 1.93 0.98 103.2% 5.37
ATR 2.47 2.44 -0.04 -1.6% 0.00
Volume
Daily Pivots for day following 12-Jul-2022
Classic Woodie Camarilla DeMark
R4 32.74 31.95 28.35
R3 30.81 30.02 27.82
R2 28.88 28.88 27.64
R1 28.09 28.09 27.47 28.49
PP 26.95 26.95 26.95 27.15
S1 26.16 26.16 27.11 26.56
S2 25.02 25.02 26.94
S3 23.09 24.23 26.76
S4 21.16 22.30 26.23
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 28.07 24.43 3.64 13.3% 1.57 5.7% 79% False False
10 30.22 24.43 5.79 21.2% 1.89 6.9% 49% False False
20 35.00 24.43 10.57 38.7% 2.33 8.5% 27% False False
40 35.00 23.74 11.26 41.3% 2.39 8.8% 32% False False
60 36.64 19.75 16.89 61.9% 2.94 10.8% 45% False False
80 36.64 18.45 18.19 66.7% 2.79 10.2% 49% False False
100 37.79 18.45 19.34 70.9% 3.04 11.1% 46% False False
120 38.93 18.45 20.48 75.0% 3.26 11.9% 43% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.95
2.618 32.80
1.618 30.87
1.000 29.68
0.618 28.94
HIGH 27.75
0.618 27.01
0.500 26.79
0.382 26.56
LOW 25.82
0.618 24.63
1.000 23.89
1.618 22.70
2.618 20.77
4.250 17.62
Fisher Pivots for day following 12-Jul-2022
Pivot 1 day 3 day
R1 27.12 26.89
PP 26.95 26.49
S1 26.79 26.09

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

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