CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Aug-2022
Day Change Summary
Previous Current
19-Aug-2022 22-Aug-2022 Change Change % Previous Week
Open 20.16 22.41 2.25 11.2% 20.74
High 21.27 24.62 3.35 15.7% 21.27
Low 20.08 22.39 2.31 11.5% 19.41
Close 20.60 23.80 3.20 15.5% 20.60
Range 1.19 2.23 1.04 87.4% 1.86
ATR 1.64 1.81 0.17 10.4% 0.00
Volume
Daily Pivots for day following 22-Aug-2022
Classic Woodie Camarilla DeMark
R4 30.29 29.28 25.03
R3 28.06 27.05 24.41
R2 25.83 25.83 24.21
R1 24.82 24.82 24.00 25.33
PP 23.60 23.60 23.60 23.86
S1 22.59 22.59 23.60 23.10
S2 21.37 21.37 23.39
S3 19.14 20.36 23.19
S4 16.91 18.13 22.57
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 26.01 25.16 21.62
R3 24.15 23.30 21.11
R2 22.29 22.29 20.94
R1 21.44 21.44 20.77 20.94
PP 20.43 20.43 20.43 20.17
S1 19.58 19.58 20.43 19.08
S2 18.57 18.57 20.26
S3 16.71 17.72 20.09
S4 14.85 15.86 19.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.62 19.41 5.21 21.9% 1.34 5.6% 84% True False
10 24.62 19.12 5.50 23.1% 1.41 5.9% 85% True False
20 25.31 19.12 6.19 26.0% 1.43 6.0% 76% False False
40 30.22 19.12 11.10 46.6% 1.64 6.9% 42% False False
60 35.00 19.12 15.88 66.7% 1.89 7.9% 29% False False
80 36.64 19.12 17.52 73.6% 2.36 9.9% 27% False False
100 36.64 18.45 18.19 76.4% 2.49 10.5% 29% False False
120 37.52 18.45 19.07 80.1% 2.56 10.7% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 34.10
2.618 30.46
1.618 28.23
1.000 26.85
0.618 26.00
HIGH 24.62
0.618 23.77
0.500 23.51
0.382 23.24
LOW 22.39
0.618 21.01
1.000 20.16
1.618 18.78
2.618 16.55
4.250 12.91
Fisher Pivots for day following 22-Aug-2022
Pivot 1 day 3 day
R1 23.70 23.21
PP 23.60 22.62
S1 23.51 22.03

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

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