CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 22.93 22.20 -0.73 -3.2% 21.67
High 23.27 22.92 -0.35 -1.5% 22.80
Low 21.94 21.97 0.03 0.1% 20.96
Close 22.01 22.46 0.45 2.0% 21.67
Range 1.33 0.95 -0.38 -28.6% 1.84
ATR 1.79 1.73 -0.06 -3.4% 0.00
Volume
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 25.30 24.83 22.98
R3 24.35 23.88 22.72
R2 23.40 23.40 22.63
R1 22.93 22.93 22.55 23.17
PP 22.45 22.45 22.45 22.57
S1 21.98 21.98 22.37 22.22
S2 21.50 21.50 22.29
S3 20.55 21.03 22.20
S4 19.60 20.08 21.94
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 27.33 26.34 22.68
R3 25.49 24.50 22.18
R2 23.65 23.65 22.01
R1 22.66 22.66 21.84 22.59
PP 21.81 21.81 21.81 21.78
S1 20.82 20.82 21.50 20.75
S2 19.97 19.97 21.33
S3 18.13 18.98 21.16
S4 16.29 17.14 20.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.76 21.36 2.40 10.7% 1.01 4.5% 46% False False
10 24.30 19.94 4.36 19.4% 1.51 6.7% 58% False False
20 25.84 19.94 5.90 26.3% 1.65 7.3% 43% False False
40 26.59 18.95 7.64 34.0% 1.64 7.3% 46% False False
60 34.53 18.95 15.58 69.4% 1.58 7.0% 23% False False
80 34.88 18.95 15.93 70.9% 1.88 8.4% 22% False False
100 34.88 18.95 15.93 70.9% 1.88 8.4% 22% False False
120 34.88 18.95 15.93 70.9% 1.81 8.1% 22% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 26.96
2.618 25.41
1.618 24.46
1.000 23.87
0.618 23.51
HIGH 22.92
0.618 22.56
0.500 22.45
0.382 22.33
LOW 21.97
0.618 21.38
1.000 21.02
1.618 20.43
2.618 19.48
4.250 17.93
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 22.46 22.85
PP 22.45 22.72
S1 22.45 22.59

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

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