CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Aug-2022
Day Change Summary
Previous Current
22-Aug-2022 23-Aug-2022 Change Change % Previous Week
Open 22.41 24.13 1.72 7.7% 20.74
High 24.62 24.21 -0.41 -1.7% 21.27
Low 22.39 23.07 0.68 3.0% 19.41
Close 23.80 24.11 0.31 1.3% 20.60
Range 2.23 1.14 -1.09 -48.9% 1.86
ATR 1.81 1.76 -0.05 -2.6% 0.00
Volume
Daily Pivots for day following 23-Aug-2022
Classic Woodie Camarilla DeMark
R4 27.22 26.80 24.74
R3 26.08 25.66 24.42
R2 24.94 24.94 24.32
R1 24.52 24.52 24.21 24.16
PP 23.80 23.80 23.80 23.62
S1 23.38 23.38 24.01 23.02
S2 22.66 22.66 23.90
S3 21.52 22.24 23.80
S4 20.38 21.10 23.48
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 21.6% 1.39 5.8% 90% False False
10 24.62 19.12 5.50 22.8% 1.44 6.0% 91% False False
20 24.68 19.12 5.56 23.1% 1.42 5.9% 90% False False
40 30.22 19.12 11.10 46.0% 1.62 6.7% 45% False False
60 35.00 19.12 15.88 65.9% 1.88 7.8% 31% False False
80 36.64 19.12 17.52 72.7% 2.33 9.7% 28% False False
100 36.64 18.45 18.19 75.4% 2.48 10.3% 31% False False
120 37.52 18.45 19.07 79.1% 2.53 10.5% 30% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 29.06
2.618 27.19
1.618 26.05
1.000 25.35
0.618 24.91
HIGH 24.21
0.618 23.77
0.500 23.64
0.382 23.51
LOW 23.07
0.618 22.37
1.000 21.93
1.618 21.23
2.618 20.09
4.250 18.23
Fisher Pivots for day following 23-Aug-2022
Pivot 1 day 3 day
R1 23.95 23.52
PP 23.80 22.94
S1 23.64 22.35

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

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