CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 24.33 23.95 -0.38 -1.6% 24.83
High 24.57 25.31 0.74 3.0% 25.91
Low 23.19 23.82 0.63 2.7% 22.41
Close 23.36 24.69 1.33 5.7% 23.03
Range 1.38 1.49 0.11 8.0% 3.50
ATR 2.11 2.09 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 29.08 28.37 25.51
R3 27.59 26.88 25.10
R2 26.10 26.10 24.96
R1 25.39 25.39 24.83 25.75
PP 24.61 24.61 24.61 24.78
S1 23.90 23.90 24.55 24.26
S2 23.12 23.12 24.42
S3 21.63 22.41 24.28
S4 20.14 20.92 23.87
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 34.28 32.16 24.96
R3 30.78 28.66 23.99
R2 27.28 27.28 23.67
R1 25.16 25.16 23.35 24.47
PP 23.78 23.78 23.78 23.44
S1 21.66 21.66 22.71 20.97
S2 20.28 20.28 22.39
S3 16.78 18.16 22.07
S4 13.28 14.66 21.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.31 22.41 2.90 11.7% 1.47 6.0% 79% True False
10 29.06 22.41 6.65 26.9% 1.77 7.2% 34% False False
20 30.22 22.41 7.81 31.6% 1.83 7.4% 29% False False
40 35.00 22.41 12.59 51.0% 2.12 8.6% 18% False False
60 36.64 22.41 14.23 57.6% 2.63 10.7% 16% False False
80 36.64 18.45 18.19 73.7% 2.75 11.1% 34% False False
100 37.52 18.45 19.07 77.2% 2.75 11.1% 33% False False
120 37.79 18.45 19.34 78.3% 2.97 12.0% 32% 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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 31.64
2.618 29.21
1.618 27.72
1.000 26.80
0.618 26.23
HIGH 25.31
0.618 24.74
0.500 24.57
0.382 24.39
LOW 23.82
0.618 22.90
1.000 22.33
1.618 21.41
2.618 19.92
4.250 17.49
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 24.65 24.41
PP 24.61 24.14
S1 24.57 23.86

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

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