CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 27.47 27.69 0.22 0.8% 23.58
High 28.45 27.95 -0.50 -1.8% 28.45
Low 26.14 25.56 -0.58 -2.2% 23.16
Close 26.30 25.76 -0.54 -2.1% 26.30
Range 2.31 2.39 0.08 3.5% 5.29
ATR 2.10 2.12 0.02 1.0% 0.00
Volume
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 33.59 32.07 27.07
R3 31.20 29.68 26.42
R2 28.81 28.81 26.20
R1 27.29 27.29 25.98 26.86
PP 26.42 26.42 26.42 26.21
S1 24.90 24.90 25.54 24.47
S2 24.03 24.03 25.32
S3 21.64 22.51 25.10
S4 19.25 20.12 24.45
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 41.84 39.36 29.21
R3 36.55 34.07 27.75
R2 31.26 31.26 27.27
R1 28.78 28.78 26.78 30.02
PP 25.97 25.97 25.97 26.59
S1 23.49 23.49 25.82 24.73
S2 20.68 20.68 25.33
S3 15.39 18.20 24.85
S4 10.10 12.91 23.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.45 23.53 4.92 19.1% 2.44 9.5% 45% False False
10 28.45 22.64 5.81 22.6% 2.16 8.4% 54% False False
20 28.45 21.67 6.78 26.3% 2.20 8.5% 60% False False
40 28.45 19.12 9.33 36.2% 1.80 7.0% 71% False False
60 30.22 19.12 11.10 43.1% 1.84 7.1% 60% False False
80 35.00 19.12 15.88 61.6% 1.96 7.6% 42% False False
100 36.64 19.12 17.52 68.0% 2.34 9.1% 38% False False
120 36.64 18.45 18.19 70.6% 2.43 9.4% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 38.11
2.618 34.21
1.618 31.82
1.000 30.34
0.618 29.43
HIGH 27.95
0.618 27.04
0.500 26.76
0.382 26.47
LOW 25.56
0.618 24.08
1.000 23.17
1.618 21.69
2.618 19.30
4.250 15.40
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 26.76 26.95
PP 26.42 26.55
S1 26.09 26.16

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

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