CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Jul-2022
Day Change Summary
Previous Current
12-Jul-2022 13-Jul-2022 Change Change % Previous Week
Open 27.14 27.35 0.21 0.8% 27.37
High 27.75 29.06 1.31 4.7% 29.80
Low 25.82 26.23 0.41 1.6% 24.43
Close 27.29 26.82 -0.47 -1.7% 24.64
Range 1.93 2.83 0.90 46.6% 5.37
ATR 2.44 2.46 0.03 1.2% 0.00
Volume
Daily Pivots for day following 13-Jul-2022
Classic Woodie Camarilla DeMark
R4 35.86 34.17 28.38
R3 33.03 31.34 27.60
R2 30.20 30.20 27.34
R1 28.51 28.51 27.08 27.94
PP 27.37 27.37 27.37 27.09
S1 25.68 25.68 26.56 25.11
S2 24.54 24.54 26.30
S3 21.71 22.85 26.04
S4 18.88 20.02 25.26
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 29.06 24.43 4.63 17.3% 1.80 6.7% 52% True False
10 30.22 24.43 5.79 21.6% 1.95 7.3% 41% False False
20 34.82 24.43 10.39 38.7% 2.28 8.5% 23% False False
40 35.00 23.74 11.26 42.0% 2.40 9.0% 27% False False
60 36.64 19.75 16.89 63.0% 2.96 11.0% 42% False False
80 36.64 18.45 18.19 67.8% 2.80 10.4% 46% False False
100 37.79 18.45 19.34 72.1% 3.03 11.3% 43% False False
120 38.93 18.45 20.48 76.4% 3.27 12.2% 41% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 41.09
2.618 36.47
1.618 33.64
1.000 31.89
0.618 30.81
HIGH 29.06
0.618 27.98
0.500 27.65
0.382 27.31
LOW 26.23
0.618 24.48
1.000 23.40
1.618 21.65
2.618 18.82
4.250 14.20
Fisher Pivots for day following 13-Jul-2022
Pivot 1 day 3 day
R1 27.65 27.43
PP 27.37 27.22
S1 27.10 27.02

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

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