CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Sep-2022
Day Change Summary
Previous Current
06-Sep-2022 07-Sep-2022 Change Change % Previous Week
Open 25.46 26.93 1.47 5.8% 26.86
High 27.80 27.15 -0.65 -2.3% 27.69
Low 25.33 24.54 -0.79 -3.1% 23.19
Close 26.91 24.64 -2.27 -8.4% 25.47
Range 2.47 2.61 0.14 5.7% 4.50
ATR 2.07 2.11 0.04 1.9% 0.00
Volume
Daily Pivots for day following 07-Sep-2022
Classic Woodie Camarilla DeMark
R4 33.27 31.57 26.08
R3 30.66 28.96 25.36
R2 28.05 28.05 25.12
R1 26.35 26.35 24.88 25.90
PP 25.44 25.44 25.44 25.22
S1 23.74 23.74 24.40 23.29
S2 22.83 22.83 24.16
S3 20.22 21.13 23.92
S4 17.61 18.52 23.20
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 38.95 36.71 27.95
R3 34.45 32.21 26.71
R2 29.95 29.95 26.30
R1 27.71 27.71 25.88 26.58
PP 25.45 25.45 25.45 24.89
S1 23.21 23.21 25.06 22.08
S2 20.95 20.95 24.65
S3 16.45 18.71 24.23
S4 11.95 14.21 23.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.80 23.19 4.61 18.7% 2.32 9.4% 31% False False
10 27.80 21.67 6.13 24.9% 2.41 9.8% 48% False False
20 27.80 19.12 8.68 35.2% 1.92 7.8% 64% False False
40 29.06 19.12 9.94 40.3% 1.75 7.1% 56% False False
60 35.00 19.12 15.88 64.4% 1.94 7.9% 35% False False
80 35.00 19.12 15.88 64.4% 2.07 8.4% 35% False False
100 36.64 19.12 17.52 71.1% 2.47 10.0% 32% False False
120 36.64 18.45 18.19 73.8% 2.45 9.9% 34% 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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.24
2.618 33.98
1.618 31.37
1.000 29.76
0.618 28.76
HIGH 27.15
0.618 26.15
0.500 25.85
0.382 25.54
LOW 24.54
0.618 22.93
1.000 21.93
1.618 20.32
2.618 17.71
4.250 13.45
Fisher Pivots for day following 07-Sep-2022
Pivot 1 day 3 day
R1 25.85 25.50
PP 25.44 25.21
S1 25.04 24.93

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

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