CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 23.58 23.67 0.09 0.4% 25.46
High 24.23 28.15 3.92 16.2% 27.80
Low 23.16 23.53 0.37 1.6% 22.64
Close 23.87 27.27 3.40 14.2% 22.79
Range 1.07 4.62 3.55 331.8% 5.16
ATR 2.00 2.19 0.19 9.4% 0.00
Volume
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 40.18 38.34 29.81
R3 35.56 33.72 28.54
R2 30.94 30.94 28.12
R1 29.10 29.10 27.69 30.02
PP 26.32 26.32 26.32 26.78
S1 24.48 24.48 26.85 25.40
S2 21.70 21.70 26.42
S3 17.08 19.86 26.00
S4 12.46 15.24 24.73
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 39.89 36.50 25.63
R3 34.73 31.34 24.21
R2 29.57 29.57 23.74
R1 26.18 26.18 23.26 25.30
PP 24.41 24.41 24.41 23.97
S1 21.02 21.02 22.32 20.14
S2 19.25 19.25 21.84
S3 14.09 15.86 21.37
S4 8.93 10.70 19.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.15 22.64 5.51 20.2% 2.31 8.5% 84% True False
10 28.15 22.64 5.51 20.2% 2.31 8.5% 84% True False
20 28.15 19.41 8.74 32.0% 2.05 7.5% 90% True False
40 28.15 19.12 9.03 33.1% 1.75 6.4% 90% True False
60 33.27 19.12 14.15 51.9% 1.84 6.8% 58% False False
80 35.00 19.12 15.88 58.2% 2.03 7.4% 51% False False
100 36.64 19.12 17.52 64.2% 2.47 9.1% 47% False False
120 36.64 18.45 18.19 66.7% 2.45 9.0% 48% 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 0.46
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 47.79
2.618 40.25
1.618 35.63
1.000 32.77
0.618 31.01
HIGH 28.15
0.618 26.39
0.500 25.84
0.382 25.29
LOW 23.53
0.618 20.67
1.000 18.91
1.618 16.05
2.618 11.43
4.250 3.90
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 26.79 26.65
PP 26.32 26.02
S1 25.84 25.40

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

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