CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 30.94 31.30 0.36 1.2% 32.93
High 31.90 31.32 -0.58 -1.8% 34.53
Low 30.76 29.76 -1.00 -3.3% 31.17
Close 30.76 29.98 -0.78 -2.5% 32.02
Range 1.14 1.56 0.42 36.8% 3.36
ATR 2.27 2.22 -0.05 -2.2% 0.00
Volume
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 35.03 34.07 30.84
R3 33.47 32.51 30.41
R2 31.91 31.91 30.27
R1 30.95 30.95 30.12 30.65
PP 30.35 30.35 30.35 30.21
S1 29.39 29.39 29.84 29.09
S2 28.79 28.79 29.69
S3 27.23 27.83 29.55
S4 25.67 26.27 29.12
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 42.65 40.70 33.87
R3 39.29 37.34 32.94
R2 35.93 35.93 32.64
R1 33.98 33.98 32.33 33.28
PP 32.57 32.57 32.57 32.22
S1 30.62 30.62 31.71 29.92
S2 29.21 29.21 31.40
S3 25.85 27.26 31.10
S4 22.49 23.90 30.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.98 29.76 3.22 10.7% 1.58 5.3% 7% False True
10 34.53 29.76 4.77 15.9% 1.76 5.9% 5% False True
20 34.88 27.58 7.30 24.3% 2.43 8.1% 33% False False
40 34.88 21.67 13.21 44.1% 2.39 8.0% 63% False False
60 34.88 19.12 15.76 52.6% 2.08 6.9% 69% False False
80 34.88 19.12 15.76 52.6% 2.00 6.7% 69% False False
100 35.00 19.12 15.88 53.0% 2.09 7.0% 68% False False
120 36.64 19.12 17.52 58.4% 2.32 7.7% 62% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 37.95
2.618 35.40
1.618 33.84
1.000 32.88
0.618 32.28
HIGH 31.32
0.618 30.72
0.500 30.54
0.382 30.36
LOW 29.76
0.618 28.80
1.000 28.20
1.618 27.24
2.618 25.68
4.250 23.13
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 30.54 30.85
PP 30.35 30.56
S1 30.17 30.27

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

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