CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Aug-2022
Day Change Summary
Previous Current
04-Aug-2022 05-Aug-2022 Change Change % Previous Week
Open 22.06 21.50 -0.56 -2.5% 22.41
High 22.66 22.58 -0.08 -0.4% 24.68
Low 21.44 20.76 -0.68 -3.2% 20.76
Close 21.44 21.15 -0.29 -1.4% 21.15
Range 1.22 1.82 0.60 49.2% 3.92
ATR 1.92 1.91 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 26.96 25.87 22.15
R3 25.14 24.05 21.65
R2 23.32 23.32 21.48
R1 22.23 22.23 21.32 21.87
PP 21.50 21.50 21.50 21.31
S1 20.41 20.41 20.98 20.05
S2 19.68 19.68 20.82
S3 17.86 18.59 20.65
S4 16.04 16.77 20.15
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 33.96 31.47 23.31
R3 30.04 27.55 22.23
R2 26.12 26.12 21.87
R1 23.63 23.63 21.51 22.92
PP 22.20 22.20 22.20 21.84
S1 19.71 19.71 20.79 19.00
S2 18.28 18.28 20.43
S3 14.36 15.79 20.07
S4 10.44 11.87 18.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.68 20.76 3.92 18.5% 1.66 7.8% 10% False True
10 25.31 20.76 4.55 21.5% 1.48 7.0% 9% False True
20 29.06 20.76 8.30 39.2% 1.63 7.7% 5% False True
40 35.00 20.76 14.24 67.3% 2.05 9.7% 3% False True
60 35.00 20.76 14.24 67.3% 2.20 10.4% 3% False True
80 36.64 19.75 16.89 79.9% 2.65 12.6% 8% False False
100 36.64 18.45 18.19 86.0% 2.61 12.3% 15% False False
120 37.79 18.45 19.34 91.4% 2.83 13.4% 14% 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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.32
2.618 27.34
1.618 25.52
1.000 24.40
0.618 23.70
HIGH 22.58
0.618 21.88
0.500 21.67
0.382 21.46
LOW 20.76
0.618 19.64
1.000 18.94
1.618 17.82
2.618 16.00
4.250 13.03
Fisher Pivots for day following 05-Aug-2022
Pivot 1 day 3 day
R1 21.67 22.34
PP 21.50 21.94
S1 21.32 21.55

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

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