CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Jan-2023
Day Change Summary
Previous Current
25-Jan-2023 26-Jan-2023 Change Change % Previous Week
Open 19.56 19.05 -0.51 -2.6% 19.89
High 20.88 19.48 -1.40 -6.7% 21.71
Low 18.99 18.67 -0.32 -1.7% 18.71
Close 19.08 18.73 -0.35 -1.8% 19.85
Range 1.89 0.81 -1.08 -57.1% 3.00
ATR 1.63 1.57 -0.06 -3.6% 0.00
Volume
Daily Pivots for day following 26-Jan-2023
Classic Woodie Camarilla DeMark
R4 21.39 20.87 19.18
R3 20.58 20.06 18.95
R2 19.77 19.77 18.88
R1 19.25 19.25 18.80 19.11
PP 18.96 18.96 18.96 18.89
S1 18.44 18.44 18.66 18.30
S2 18.15 18.15 18.58
S3 17.34 17.63 18.51
S4 16.53 16.82 18.28
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 29.09 27.47 21.50
R3 26.09 24.47 20.68
R2 23.09 23.09 20.40
R1 21.47 21.47 20.13 20.78
PP 20.09 20.09 20.09 19.75
S1 18.47 18.47 19.58 17.78
S2 17.09 17.09 19.30
S3 14.09 15.47 19.03
S4 11.09 12.47 18.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.88 18.67 2.21 11.8% 1.26 6.7% 3% False True
10 21.80 18.01 3.79 20.2% 1.51 8.0% 19% False False
20 23.76 18.01 5.75 30.7% 1.33 7.1% 13% False False
40 25.84 18.01 7.83 41.8% 1.58 8.4% 9% False False
60 27.07 18.01 9.06 48.4% 1.56 8.3% 8% False False
80 34.53 18.01 16.52 88.2% 1.59 8.5% 4% False False
100 34.88 18.01 16.87 90.1% 1.83 9.8% 4% False False
120 34.88 18.01 16.87 90.1% 1.81 9.7% 4% 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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22.92
2.618 21.60
1.618 20.79
1.000 20.29
0.618 19.98
HIGH 19.48
0.618 19.17
0.500 19.08
0.382 18.98
LOW 18.67
0.618 18.17
1.000 17.86
1.618 17.36
2.618 16.55
4.250 15.23
Fisher Pivots for day following 26-Jan-2023
Pivot 1 day 3 day
R1 19.08 19.78
PP 18.96 19.43
S1 18.85 19.08

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

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