CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 22.83 21.52 -1.31 -5.7% 20.30
High 23.17 23.67 0.50 2.2% 23.27
Low 21.12 21.25 0.13 0.6% 19.78
Close 21.14 22.83 1.69 8.0% 22.83
Range 2.05 2.42 0.37 18.0% 3.49
ATR 1.85 1.90 0.05 2.6% 0.00
Volume
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 29.84 28.76 24.16
R3 27.42 26.34 23.50
R2 25.00 25.00 23.27
R1 23.92 23.92 23.05 24.46
PP 22.58 22.58 22.58 22.86
S1 21.50 21.50 22.61 22.04
S2 20.16 20.16 22.39
S3 17.74 19.08 22.16
S4 15.32 16.66 21.50
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 32.43 31.12 24.75
R3 28.94 27.63 23.79
R2 25.45 25.45 23.47
R1 24.14 24.14 23.15 24.80
PP 21.96 21.96 21.96 22.29
S1 20.65 20.65 22.51 21.31
S2 18.47 18.47 22.19
S3 14.98 17.16 21.87
S4 11.49 13.67 20.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.84 21.12 4.72 20.7% 2.15 9.4% 36% False False
10 25.84 18.95 6.89 30.2% 1.85 8.1% 56% False False
20 25.84 18.95 6.89 30.2% 1.58 6.9% 56% False False
40 31.32 18.95 12.37 54.2% 1.57 6.9% 31% False False
60 34.88 18.95 15.93 69.8% 1.86 8.1% 24% False False
80 34.88 18.95 15.93 69.8% 1.99 8.7% 24% False False
100 34.88 18.95 15.93 69.8% 1.87 8.2% 24% False False
120 34.88 18.95 15.93 69.8% 1.86 8.2% 24% 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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.96
2.618 30.01
1.618 27.59
1.000 26.09
0.618 25.17
HIGH 23.67
0.618 22.75
0.500 22.46
0.382 22.17
LOW 21.25
0.618 19.75
1.000 18.83
1.618 17.33
2.618 14.91
4.250 10.97
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 22.71 23.48
PP 22.58 23.26
S1 22.46 23.05

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

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