CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 18.90 19.76 0.86 4.6% 20.21
High 19.00 20.25 1.25 6.6% 20.88
Low 17.97 19.54 1.57 8.7% 17.97
Close 18.51 19.94 1.43 7.7% 18.51
Range 1.03 0.71 -0.32 -31.1% 2.91
ATR 1.53 1.54 0.02 1.0% 0.00
Volume
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 22.04 21.70 20.33
R3 21.33 20.99 20.14
R2 20.62 20.62 20.07
R1 20.28 20.28 20.01 20.45
PP 19.91 19.91 19.91 20.00
S1 19.57 19.57 19.87 19.74
S2 19.20 19.20 19.81
S3 18.49 18.86 19.74
S4 17.78 18.15 19.55
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 27.85 26.09 20.11
R3 24.94 23.18 19.31
R2 22.03 22.03 19.04
R1 20.27 20.27 18.78 19.70
PP 19.12 19.12 19.12 18.83
S1 17.36 17.36 18.24 16.79
S2 16.21 16.21 17.98
S3 13.30 14.45 17.71
S4 10.39 11.54 16.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.88 17.97 2.91 14.6% 1.19 6.0% 68% False False
10 21.71 17.97 3.74 18.8% 1.24 6.2% 53% False False
20 23.76 17.97 5.79 29.0% 1.30 6.5% 34% False False
40 25.84 17.97 7.87 39.5% 1.55 7.8% 25% False False
60 26.87 17.97 8.90 44.6% 1.56 7.8% 22% False False
80 34.53 17.97 16.56 83.0% 1.56 7.8% 12% False False
100 34.88 17.97 16.91 84.8% 1.79 9.0% 12% False False
120 34.88 17.97 16.91 84.8% 1.80 9.0% 12% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 23.27
2.618 22.11
1.618 21.40
1.000 20.96
0.618 20.69
HIGH 20.25
0.618 19.98
0.500 19.90
0.382 19.81
LOW 19.54
0.618 19.10
1.000 18.83
1.618 18.39
2.618 17.68
4.250 16.52
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 19.93 19.66
PP 19.91 19.39
S1 19.90 19.11

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

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