CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 31.74 31.20 -0.54 -1.7% 27.69
High 32.88 34.14 1.26 3.8% 32.31
Low 29.83 30.30 0.47 1.6% 25.55
Close 32.26 32.60 0.34 1.1% 29.92
Range 3.05 3.84 0.79 25.9% 6.76
ATR 2.50 2.59 0.10 3.8% 0.00
Volume
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 43.87 42.07 34.71
R3 40.03 38.23 33.66
R2 36.19 36.19 33.30
R1 34.39 34.39 32.95 35.29
PP 32.35 32.35 32.35 32.80
S1 30.55 30.55 32.25 31.45
S2 28.51 28.51 31.90
S3 24.67 26.71 31.54
S4 20.83 22.87 30.49
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 34.14 25.55 8.59 26.3% 3.58 11.0% 82% True False
10 34.14 25.44 8.70 26.7% 2.77 8.5% 82% True False
20 34.14 22.64 11.50 35.3% 2.54 7.8% 87% True False
40 34.14 19.12 15.02 46.1% 2.11 6.5% 90% True False
60 34.14 19.12 15.02 46.1% 1.95 6.0% 90% True False
80 35.00 19.12 15.88 48.7% 2.06 6.3% 85% False False
100 35.48 19.12 16.36 50.2% 2.28 7.0% 82% False False
120 36.64 19.12 17.52 53.7% 2.50 7.7% 77% 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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.46
2.618 44.19
1.618 40.35
1.000 37.98
0.618 36.51
HIGH 34.14
0.618 32.67
0.500 32.22
0.382 31.77
LOW 30.30
0.618 27.93
1.000 26.46
1.618 24.09
2.618 20.25
4.250 13.98
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 32.47 32.02
PP 32.35 31.44
S1 32.22 30.86

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

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