CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 21.75 22.22 0.47 2.2% 23.09
High 21.98 22.46 0.48 2.2% 23.76
Low 21.27 20.58 -0.69 -3.2% 21.00
Close 21.97 20.58 -1.39 -6.3% 21.13
Range 0.71 1.88 1.17 164.8% 2.76
ATR 1.68 1.69 0.01 0.9% 0.00
Volume
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 26.85 25.59 21.61
R3 24.97 23.71 21.10
R2 23.09 23.09 20.92
R1 21.83 21.83 20.75 21.52
PP 21.21 21.21 21.21 21.05
S1 19.95 19.95 20.41 19.64
S2 19.33 19.33 20.24
S3 17.45 18.07 20.06
S4 15.57 16.19 19.55
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 30.24 28.45 22.65
R3 27.48 25.69 21.89
R2 24.72 24.72 21.64
R1 22.93 22.93 21.38 22.45
PP 21.96 21.96 21.96 21.72
S1 20.17 20.17 20.88 19.69
S2 19.20 19.20 20.62
S3 16.44 17.41 20.37
S4 13.68 14.65 19.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.27 20.58 2.69 13.1% 1.35 6.6% 0% False True
10 23.76 20.58 3.18 15.5% 1.21 5.9% 0% False True
20 25.84 19.94 5.90 28.7% 1.72 8.3% 11% False False
40 26.22 18.95 7.27 35.3% 1.57 7.6% 22% False False
60 32.98 18.95 14.03 68.2% 1.56 7.6% 12% False False
80 34.88 18.95 15.93 77.4% 1.84 9.0% 10% False False
100 34.88 18.95 15.93 77.4% 1.89 9.2% 10% False False
120 34.88 18.95 15.93 77.4% 1.82 8.8% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.45
2.618 27.38
1.618 25.50
1.000 24.34
0.618 23.62
HIGH 22.46
0.618 21.74
0.500 21.52
0.382 21.30
LOW 20.58
0.618 19.42
1.000 18.70
1.618 17.54
2.618 15.66
4.250 12.59
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 21.52 21.74
PP 21.21 21.35
S1 20.89 20.97

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

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