CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 19.84 20.34 0.50 2.5% 21.74
High 20.85 20.35 -0.50 -2.4% 22.34
Low 19.71 19.12 -0.59 -3.0% 19.12
Close 20.20 19.53 -0.67 -3.3% 19.53
Range 1.14 1.23 0.09 7.9% 3.22
ATR 1.81 1.77 -0.04 -2.3% 0.00
Volume
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 23.36 22.67 20.21
R3 22.13 21.44 19.87
R2 20.90 20.90 19.76
R1 20.21 20.21 19.64 19.94
PP 19.67 19.67 19.67 19.53
S1 18.98 18.98 19.42 18.71
S2 18.44 18.44 19.30
S3 17.21 17.75 19.19
S4 15.98 16.52 18.85
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 29.99 27.98 21.30
R3 26.77 24.76 20.42
R2 23.55 23.55 20.12
R1 21.54 21.54 19.83 20.94
PP 20.33 20.33 20.33 20.03
S1 18.32 18.32 19.23 17.72
S2 17.11 17.11 18.94
S3 13.89 15.10 18.64
S4 10.67 11.88 17.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.34 19.12 3.22 16.5% 1.43 7.3% 13% False True
10 24.68 19.12 5.56 28.5% 1.55 7.9% 7% False True
20 25.91 19.12 6.79 34.8% 1.46 7.5% 6% False True
40 34.82 19.12 15.70 80.4% 1.82 9.3% 3% False True
60 35.00 19.12 15.88 81.3% 2.09 10.7% 3% False True
80 36.64 19.12 17.52 89.7% 2.58 13.2% 2% False True
100 36.64 18.45 18.19 93.1% 2.53 12.9% 6% False False
120 37.79 18.45 19.34 99.0% 2.75 14.1% 6% 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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.58
2.618 23.57
1.618 22.34
1.000 21.58
0.618 21.11
HIGH 20.35
0.618 19.88
0.500 19.74
0.382 19.59
LOW 19.12
0.618 18.36
1.000 17.89
1.618 17.13
2.618 15.90
4.250 13.89
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 19.74 20.73
PP 19.67 20.33
S1 19.60 19.93

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

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