CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Dec-2022
Day Change Summary
Previous Current
27-Dec-2022 28-Dec-2022 Change Change % Previous Week
Open 21.67 21.47 -0.20 -0.9% 22.63
High 22.80 22.26 -0.54 -2.4% 24.30
Low 21.59 20.96 -0.63 -2.9% 19.94
Close 21.65 22.14 0.49 2.3% 20.87
Range 1.21 1.30 0.09 7.4% 4.36
ATR 1.99 1.94 -0.05 -2.5% 0.00
Volume
Daily Pivots for day following 28-Dec-2022
Classic Woodie Camarilla DeMark
R4 25.69 25.21 22.86
R3 24.39 23.91 22.50
R2 23.09 23.09 22.38
R1 22.61 22.61 22.26 22.85
PP 21.79 21.79 21.79 21.91
S1 21.31 21.31 22.02 21.55
S2 20.49 20.49 21.90
S3 19.19 20.01 21.78
S4 17.89 18.71 21.43
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 34.78 32.19 23.27
R3 30.42 27.83 22.07
R2 26.06 26.06 21.67
R1 23.47 23.47 21.27 22.59
PP 21.70 21.70 21.70 21.26
S1 19.11 19.11 20.47 18.23
S2 17.34 17.34 20.07
S3 12.98 14.75 19.67
S4 8.62 10.39 18.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.30 19.94 4.36 19.7% 2.00 9.0% 50% False False
10 24.30 19.94 4.36 19.7% 1.95 8.8% 50% False False
20 25.84 18.95 6.89 31.1% 1.86 8.4% 46% False False
40 26.87 18.95 7.92 35.8% 1.68 7.6% 40% False False
60 34.53 18.95 15.58 70.4% 1.65 7.4% 20% False False
80 34.88 18.95 15.93 72.0% 1.94 8.7% 20% False False
100 34.88 18.95 15.93 72.0% 1.90 8.6% 20% False False
120 34.88 18.95 15.93 72.0% 1.86 8.4% 20% 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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.79
2.618 25.66
1.618 24.36
1.000 23.56
0.618 23.06
HIGH 22.26
0.618 21.76
0.500 21.61
0.382 21.46
LOW 20.96
0.618 20.16
1.000 19.66
1.618 18.86
2.618 17.56
4.250 15.44
Fisher Pivots for day following 28-Dec-2022
Pivot 1 day 3 day
R1 21.96 22.02
PP 21.79 21.91
S1 21.61 21.79

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

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