CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 25.65 28.03 2.38 9.3% 23.58
High 27.81 30.18 2.37 8.5% 28.45
Low 25.61 25.55 -0.06 -0.2% 23.16
Close 27.16 27.99 0.83 3.1% 26.30
Range 2.20 4.63 2.43 110.5% 5.29
ATR 2.13 2.31 0.18 8.4% 0.00
Volume
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 41.80 39.52 30.54
R3 37.17 34.89 29.26
R2 32.54 32.54 28.84
R1 30.26 30.26 28.41 29.09
PP 27.91 27.91 27.91 27.32
S1 25.63 25.63 27.57 24.46
S2 23.28 23.28 27.14
S3 18.65 21.00 26.72
S4 14.02 16.37 25.44
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 30.18 25.44 4.74 16.9% 2.60 9.3% 54% True False
10 30.18 22.64 7.54 26.9% 2.34 8.4% 71% True False
20 30.18 21.67 8.51 30.4% 2.37 8.5% 74% True False
40 30.18 19.12 11.06 39.5% 1.90 6.8% 80% True False
60 30.22 19.12 11.10 39.7% 1.87 6.7% 80% False False
80 35.00 19.12 15.88 56.7% 2.01 7.2% 56% False False
100 36.64 19.12 17.52 62.6% 2.34 8.4% 51% False False
120 36.64 18.45 18.19 65.0% 2.46 8.8% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 49.86
2.618 42.30
1.618 37.67
1.000 34.81
0.618 33.04
HIGH 30.18
0.618 28.41
0.500 27.87
0.382 27.32
LOW 25.55
0.618 22.69
1.000 20.92
1.618 18.06
2.618 13.43
4.250 5.87
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 27.95 27.95
PP 27.91 27.91
S1 27.87 27.87

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

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