CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jul-2022
Day Change Summary
Previous Current
26-Jul-2022 27-Jul-2022 Change Change % Previous Week
Open 23.95 24.27 0.32 1.3% 24.83
High 25.31 24.41 -0.90 -3.6% 25.91
Low 23.82 23.02 -0.80 -3.4% 22.41
Close 24.69 23.24 -1.45 -5.9% 23.03
Range 1.49 1.39 -0.10 -6.7% 3.50
ATR 2.09 2.06 -0.03 -1.4% 0.00
Volume
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 27.73 26.87 24.00
R3 26.34 25.48 23.62
R2 24.95 24.95 23.49
R1 24.09 24.09 23.37 23.83
PP 23.56 23.56 23.56 23.42
S1 22.70 22.70 23.11 22.44
S2 22.17 22.17 22.99
S3 20.78 21.31 22.86
S4 19.39 19.92 22.48
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 12.5% 1.48 6.4% 29% False False
10 28.42 22.41 6.01 25.9% 1.62 7.0% 14% False False
20 30.22 22.41 7.81 33.6% 1.79 7.7% 11% False False
40 35.00 22.41 12.59 54.2% 2.10 9.0% 7% False False
60 36.64 22.41 14.23 61.2% 2.56 11.0% 6% False False
80 36.64 18.45 18.19 78.3% 2.74 11.8% 26% False False
100 37.52 18.45 19.07 82.1% 2.74 11.8% 25% False False
120 37.79 18.45 19.34 83.2% 2.96 12.7% 25% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.32
2.618 28.05
1.618 26.66
1.000 25.80
0.618 25.27
HIGH 24.41
0.618 23.88
0.500 23.72
0.382 23.55
LOW 23.02
0.618 22.16
1.000 21.63
1.618 20.77
2.618 19.38
4.250 17.11
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 23.72 24.17
PP 23.56 23.86
S1 23.40 23.55

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

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