CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Jul-2022
Day Change Summary
Previous Current
14-Jul-2022 15-Jul-2022 Change Change % Previous Week
Open 27.47 26.72 -0.75 -2.7% 26.42
High 28.42 26.72 -1.70 -6.0% 29.06
Low 26.20 24.15 -2.05 -7.8% 24.15
Close 26.40 24.23 -2.17 -8.2% 24.23
Range 2.22 2.57 0.35 15.8% 4.91
ATR 2.45 2.46 0.01 0.4% 0.00
Volume
Daily Pivots for day following 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 32.74 31.06 25.64
R3 30.17 28.49 24.94
R2 27.60 27.60 24.70
R1 25.92 25.92 24.47 25.48
PP 25.03 25.03 25.03 24.81
S1 23.35 23.35 23.99 22.91
S2 22.46 22.46 23.76
S3 19.89 20.78 23.52
S4 17.32 18.21 22.82
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 40.54 37.30 26.93
R3 35.63 32.39 25.58
R2 30.72 30.72 25.13
R1 27.48 27.48 24.68 26.65
PP 25.81 25.81 25.81 25.40
S1 22.57 22.57 23.78 21.74
S2 20.90 20.90 23.33
S3 15.99 17.66 22.88
S4 11.08 12.75 21.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.06 24.15 4.91 20.3% 2.10 8.7% 2% False True
10 29.80 24.15 5.65 23.3% 2.09 8.6% 1% False True
20 34.82 24.15 10.67 44.0% 2.17 9.0% 1% False True
40 35.00 23.74 11.26 46.5% 2.41 9.9% 4% False False
60 36.64 19.75 16.89 69.7% 2.95 12.2% 27% False False
80 36.64 18.45 18.19 75.1% 2.79 11.5% 32% False False
100 37.79 18.45 19.34 79.8% 3.01 12.4% 30% False False
120 38.93 18.45 20.48 84.5% 3.23 13.3% 28% 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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 37.64
2.618 33.45
1.618 30.88
1.000 29.29
0.618 28.31
HIGH 26.72
0.618 25.74
0.500 25.44
0.382 25.13
LOW 24.15
0.618 22.56
1.000 21.58
1.618 19.99
2.618 17.42
4.250 13.23
Fisher Pivots for day following 15-Jul-2022
Pivot 1 day 3 day
R1 25.44 26.61
PP 25.03 25.81
S1 24.63 25.02

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

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