CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 34.50 31.67 -2.83 -8.2% 27.69
High 34.88 33.43 -1.45 -4.2% 32.31
Low 30.03 31.16 1.13 3.8% 25.55
Close 30.18 31.84 1.66 5.5% 29.92
Range 4.85 2.27 -2.58 -53.2% 6.76
ATR 2.75 2.79 0.04 1.3% 0.00
Volume
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 38.95 37.67 33.09
R3 36.68 35.40 32.46
R2 34.41 34.41 32.26
R1 33.13 33.13 32.05 33.77
PP 32.14 32.14 32.14 32.47
S1 30.86 30.86 31.63 31.50
S2 29.87 29.87 31.42
S3 27.60 28.59 31.22
S4 25.33 26.32 30.59
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 34.88 27.58 7.30 22.9% 3.75 11.8% 58% False False
10 34.88 25.55 9.33 29.3% 3.19 10.0% 67% False False
20 34.88 22.64 12.24 38.4% 2.71 8.5% 75% False False
40 34.88 19.12 15.76 49.5% 2.18 6.9% 81% False False
60 34.88 19.12 15.76 49.5% 2.00 6.3% 81% False False
80 35.00 19.12 15.88 49.9% 2.12 6.7% 80% False False
100 35.48 19.12 16.36 51.4% 2.22 7.0% 78% False False
120 36.64 19.12 17.52 55.0% 2.51 7.9% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 43.08
2.618 39.37
1.618 37.10
1.000 35.70
0.618 34.83
HIGH 33.43
0.618 32.56
0.500 32.30
0.382 32.03
LOW 31.16
0.618 29.76
1.000 28.89
1.618 27.49
2.618 25.22
4.250 21.51
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 32.30 32.46
PP 32.14 32.25
S1 31.99 32.05

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

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