CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 27.68 31.74 4.06 14.7% 27.69
High 32.31 32.88 0.57 1.8% 32.31
Low 27.58 29.83 2.25 8.2% 25.55
Close 29.92 32.26 2.34 7.8% 29.92
Range 4.73 3.05 -1.68 -35.5% 6.76
ATR 2.45 2.50 0.04 1.7% 0.00
Volume
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 40.81 39.58 33.94
R3 37.76 36.53 33.10
R2 34.71 34.71 32.82
R1 33.48 33.48 32.54 34.10
PP 31.66 31.66 31.66 31.96
S1 30.43 30.43 31.98 31.05
S2 28.61 28.61 31.70
S3 25.56 27.38 31.42
S4 22.51 24.33 30.58
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 49.54 46.49 33.64
R3 42.78 39.73 31.78
R2 36.02 36.02 31.16
R1 32.97 32.97 30.54 34.50
PP 29.26 29.26 29.26 30.02
S1 26.21 26.21 29.30 27.74
S2 22.50 22.50 28.68
S3 15.74 19.45 28.06
S4 8.98 12.69 26.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.88 25.55 7.33 22.7% 3.26 10.1% 92% True False
10 32.88 23.53 9.35 29.0% 2.85 8.8% 93% True False
20 32.88 22.64 10.24 31.7% 2.46 7.6% 94% True False
40 32.88 19.12 13.76 42.7% 2.04 6.3% 95% True False
60 32.88 19.12 13.76 42.7% 1.94 6.0% 95% True False
80 35.00 19.12 15.88 49.2% 2.04 6.3% 83% False False
100 35.48 19.12 16.36 50.7% 2.29 7.1% 80% False False
120 36.64 18.55 18.09 56.1% 2.49 7.7% 76% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.84
2.618 40.86
1.618 37.81
1.000 35.93
0.618 34.76
HIGH 32.88
0.618 31.71
0.500 31.36
0.382 31.00
LOW 29.83
0.618 27.95
1.000 26.78
1.618 24.90
2.618 21.85
4.250 16.87
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 31.96 31.44
PP 31.66 30.62
S1 31.36 29.80

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

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