CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 23.86 22.06 -1.80 -7.5% 24.33
High 23.92 22.66 -1.26 -5.3% 25.31
Low 21.68 21.44 -0.24 -1.1% 21.21
Close 21.95 21.44 -0.51 -2.3% 21.33
Range 2.24 1.22 -1.02 -45.5% 4.10
ATR 1.97 1.92 -0.05 -2.7% 0.00
Volume
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 25.51 24.69 22.11
R3 24.29 23.47 21.78
R2 23.07 23.07 21.66
R1 22.25 22.25 21.55 22.05
PP 21.85 21.85 21.85 21.75
S1 21.03 21.03 21.33 20.83
S2 20.63 20.63 21.22
S3 19.41 19.81 21.10
S4 18.19 18.59 20.77
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 34.92 32.22 23.59
R3 30.82 28.12 22.46
R2 26.72 26.72 22.08
R1 24.02 24.02 21.71 23.32
PP 22.62 22.62 22.62 22.27
S1 19.92 19.92 20.95 19.22
S2 18.52 18.52 20.58
S3 14.42 15.82 20.20
S4 10.32 11.72 19.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.68 21.21 3.47 16.2% 1.49 6.9% 7% False False
10 25.31 21.21 4.10 19.1% 1.44 6.7% 6% False False
20 29.06 21.21 7.85 36.6% 1.64 7.7% 3% False False
40 35.00 21.21 13.79 64.3% 2.03 9.5% 2% False False
60 35.00 21.21 13.79 64.3% 2.21 10.3% 2% False False
80 36.64 19.75 16.89 78.8% 2.66 12.4% 10% False False
100 36.64 18.45 18.19 84.8% 2.62 12.2% 16% False False
120 37.79 18.45 19.34 90.2% 2.88 13.4% 15% 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 False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 27.85
2.618 25.85
1.618 24.63
1.000 23.88
0.618 23.41
HIGH 22.66
0.618 22.19
0.500 22.05
0.382 21.91
LOW 21.44
0.618 20.69
1.000 20.22
1.618 19.47
2.618 18.25
4.250 16.26
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 22.05 23.06
PP 21.85 22.52
S1 21.64 21.98

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

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