CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 29.80 28.44 -1.36 -4.6% 32.27
High 30.00 28.52 -1.48 -4.9% 32.59
Low 28.22 27.27 -0.95 -3.4% 29.24
Close 28.46 27.28 -1.18 -4.1% 29.69
Range 1.78 1.25 -0.53 -29.8% 3.35
ATR 2.06 2.01 -0.06 -2.8% 0.00
Volume
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 31.44 30.61 27.97
R3 30.19 29.36 27.62
R2 28.94 28.94 27.51
R1 28.11 28.11 27.39 27.90
PP 27.69 27.69 27.69 27.59
S1 26.86 26.86 27.17 26.65
S2 26.44 26.44 27.05
S3 25.19 25.61 26.94
S4 23.94 24.36 26.59
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 40.56 38.47 31.53
R3 37.21 35.12 30.61
R2 33.86 33.86 30.30
R1 31.77 31.77 30.00 31.14
PP 30.51 30.51 30.51 30.19
S1 28.42 28.42 29.38 27.79
S2 27.16 27.16 29.08
S3 23.81 25.07 28.77
S4 20.46 21.72 27.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.32 27.27 4.05 14.8% 1.39 5.1% 0% False True
10 33.87 27.27 6.60 24.2% 1.56 5.7% 0% False True
20 34.53 27.27 7.26 26.6% 1.87 6.9% 0% False True
40 34.88 22.64 12.24 44.9% 2.26 8.3% 38% False False
60 34.88 19.12 15.76 57.8% 2.08 7.6% 52% False False
80 34.88 19.12 15.76 57.8% 1.96 7.2% 52% False False
100 35.00 19.12 15.88 58.2% 2.06 7.5% 51% False False
120 35.48 19.12 16.36 60.0% 2.19 8.0% 50% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.83
2.618 31.79
1.618 30.54
1.000 29.77
0.618 29.29
HIGH 28.52
0.618 28.04
0.500 27.90
0.382 27.75
LOW 27.27
0.618 26.50
1.000 26.02
1.618 25.25
2.618 24.00
4.250 21.96
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 27.90 29.11
PP 27.69 28.50
S1 27.49 27.89

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

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