CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary
Previous Current
11-Jan-2023 12-Jan-2023 Change Change % Previous Week
Open 20.80 21.56 0.76 3.7% 23.09
High 21.25 21.80 0.55 2.6% 23.76
Low 20.62 18.83 -1.79 -8.7% 21.00
Close 21.09 18.83 -2.26 -10.7% 21.13
Range 0.63 2.97 2.34 371.4% 2.76
ATR 1.62 1.72 0.10 5.9% 0.00
Volume
Daily Pivots for day following 12-Jan-2023
Classic Woodie Camarilla DeMark
R4 28.73 26.75 20.46
R3 25.76 23.78 19.65
R2 22.79 22.79 19.37
R1 20.81 20.81 19.10 20.32
PP 19.82 19.82 19.82 19.57
S1 17.84 17.84 18.56 17.35
S2 16.85 16.85 18.29
S3 13.88 14.87 18.01
S4 10.91 11.90 17.20
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 22.90 18.83 4.07 21.6% 1.62 8.6% 0% False True
10 23.76 18.83 4.93 26.2% 1.32 7.0% 0% False True
20 24.30 18.83 5.47 29.0% 1.63 8.7% 0% False True
40 26.22 18.83 7.39 39.2% 1.59 8.4% 0% False True
60 31.93 18.83 13.10 69.6% 1.56 8.3% 0% False True
80 34.88 18.83 16.05 85.2% 1.83 9.7% 0% False True
100 34.88 18.83 16.05 85.2% 1.90 10.1% 0% False True
120 34.88 18.83 16.05 85.2% 1.82 9.7% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 34.42
2.618 29.58
1.618 26.61
1.000 24.77
0.618 23.64
HIGH 21.80
0.618 20.67
0.500 20.32
0.382 19.96
LOW 18.83
0.618 16.99
1.000 15.86
1.618 14.02
2.618 11.05
4.250 6.21
Fisher Pivots for day following 12-Jan-2023
Pivot 1 day 3 day
R1 20.32 20.65
PP 19.82 20.04
S1 19.33 19.44

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

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