CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 23.17 21.25 -1.92 -8.3% 24.40
High 23.39 21.29 -2.10 -9.0% 25.84
Low 21.35 19.94 -1.41 -6.6% 21.12
Close 21.48 20.07 -1.41 -6.6% 22.62
Range 2.04 1.35 -0.69 -33.8% 4.72
ATR 1.85 1.83 -0.02 -1.2% 0.00
Volume
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 24.48 23.63 20.81
R3 23.13 22.28 20.44
R2 21.78 21.78 20.32
R1 20.93 20.93 20.19 20.68
PP 20.43 20.43 20.43 20.31
S1 19.58 19.58 19.95 19.33
S2 19.08 19.08 19.82
S3 17.73 18.23 19.70
S4 16.38 16.88 19.33
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 37.35 34.71 25.22
R3 32.63 29.99 23.92
R2 27.91 27.91 23.49
R1 25.27 25.27 23.05 24.23
PP 23.19 23.19 23.19 22.68
S1 20.55 20.55 22.19 19.51
S2 18.47 18.47 21.75
S3 13.75 15.83 21.32
S4 9.03 11.11 20.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.83 19.94 3.89 19.4% 1.76 8.8% 3% False True
10 25.84 19.94 5.90 29.4% 1.83 9.1% 2% False True
20 25.84 18.95 6.89 34.3% 1.61 8.0% 16% False False
40 28.52 18.95 9.57 47.7% 1.59 7.9% 12% False False
60 34.88 18.95 15.93 79.4% 1.74 8.7% 7% False False
80 34.88 18.95 15.93 79.4% 1.94 9.7% 7% False False
100 34.88 18.95 15.93 79.4% 1.89 9.4% 7% False False
120 34.88 18.95 15.93 79.4% 1.85 9.2% 7% 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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.03
2.618 24.82
1.618 23.47
1.000 22.64
0.618 22.12
HIGH 21.29
0.618 20.77
0.500 20.62
0.382 20.46
LOW 19.94
0.618 19.11
1.000 18.59
1.618 17.76
2.618 16.41
4.250 14.20
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 20.62 21.67
PP 20.43 21.13
S1 20.25 20.60

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

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