CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Oct-2022
Day Change Summary
Previous Current
30-Sep-2022 03-Oct-2022 Change Change % Previous Week
Open 31.61 33.00 1.39 4.4% 31.74
High 33.25 33.06 -0.19 -0.6% 34.88
Low 29.39 29.63 0.24 0.8% 29.39
Close 31.62 30.10 -1.52 -4.8% 31.62
Range 3.86 3.43 -0.43 -11.1% 5.49
ATR 2.87 2.91 0.04 1.4% 0.00
Volume
Daily Pivots for day following 03-Oct-2022
Classic Woodie Camarilla DeMark
R4 41.22 39.09 31.99
R3 37.79 35.66 31.04
R2 34.36 34.36 30.73
R1 32.23 32.23 30.41 31.58
PP 30.93 30.93 30.93 30.61
S1 28.80 28.80 29.79 28.15
S2 27.50 27.50 29.47
S3 24.07 25.37 29.16
S4 20.64 21.94 28.21
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 48.43 45.52 34.64
R3 42.94 40.03 33.13
R2 37.45 37.45 32.63
R1 34.54 34.54 32.12 33.25
PP 31.96 31.96 31.96 31.32
S1 29.05 29.05 31.12 27.76
S2 26.47 26.47 30.61
S3 20.98 23.56 30.11
S4 15.49 18.07 28.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.88 29.39 5.49 18.2% 3.65 12.1% 13% False False
10 34.88 25.55 9.33 31.0% 3.45 11.5% 49% False False
20 34.88 22.64 12.24 40.7% 2.81 9.3% 61% False False
40 34.88 19.12 15.76 52.4% 2.29 7.6% 70% False False
60 34.88 19.12 15.76 52.4% 2.07 6.9% 70% False False
80 35.00 19.12 15.88 52.8% 2.17 7.2% 69% False False
100 35.00 19.12 15.88 52.8% 2.24 7.4% 69% False False
120 36.64 19.12 17.52 58.2% 2.53 8.4% 63% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.64
2.618 42.04
1.618 38.61
1.000 36.49
0.618 35.18
HIGH 33.06
0.618 31.75
0.500 31.35
0.382 30.94
LOW 29.63
0.618 27.51
1.000 26.20
1.618 24.08
2.618 20.65
4.250 15.05
Fisher Pivots for day following 03-Oct-2022
Pivot 1 day 3 day
R1 31.35 31.41
PP 30.93 30.97
S1 30.52 30.54

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

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