CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 32.93 33.56 0.63 1.9% 33.00
High 33.99 34.43 0.44 1.3% 33.06
Low 32.05 32.45 0.40 1.2% 28.50
Close 32.45 33.63 1.18 3.6% 31.36
Range 1.94 1.98 0.04 2.1% 4.56
ATR 2.64 2.60 -0.05 -1.8% 0.00
Volume
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 39.44 38.52 34.72
R3 37.46 36.54 34.17
R2 35.48 35.48 33.99
R1 34.56 34.56 33.81 35.02
PP 33.50 33.50 33.50 33.74
S1 32.58 32.58 33.45 33.04
S2 31.52 31.52 33.27
S3 29.54 30.60 33.09
S4 27.56 28.62 32.54
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 44.65 42.57 33.87
R3 40.09 38.01 32.61
R2 35.53 35.53 32.20
R1 33.45 33.45 31.78 32.21
PP 30.97 30.97 30.97 30.36
S1 28.89 28.89 30.94 27.65
S2 26.41 26.41 30.52
S3 21.85 24.33 30.11
S4 17.29 19.77 28.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.43 28.50 5.93 17.6% 1.97 5.9% 87% True False
10 34.88 28.50 6.38 19.0% 2.53 7.5% 80% False False
20 34.88 25.44 9.44 28.1% 2.65 7.9% 87% False False
40 34.88 19.41 15.47 46.0% 2.35 7.0% 92% False False
60 34.88 19.12 15.76 46.9% 2.05 6.1% 92% False False
80 34.88 19.12 15.76 46.9% 2.04 6.1% 92% False False
100 35.00 19.12 15.88 47.2% 2.15 6.4% 91% False False
120 36.64 19.12 17.52 52.1% 2.50 7.4% 83% 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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.85
2.618 39.61
1.618 37.63
1.000 36.41
0.618 35.65
HIGH 34.43
0.618 33.67
0.500 33.44
0.382 33.21
LOW 32.45
0.618 31.23
1.000 30.47
1.618 29.25
2.618 27.27
4.250 24.04
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 33.57 33.14
PP 33.50 32.65
S1 33.44 32.16

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

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