CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Feb-2023
Day Change Summary
Previous Current
07-Feb-2023 08-Feb-2023 Change Change % Previous Week
Open 19.54 18.88 -0.66 -3.4% 19.76
High 19.99 20.12 0.13 0.7% 20.70
Low 18.43 18.55 0.12 0.7% 17.06
Close 18.66 19.63 0.97 5.2% 18.33
Range 1.56 1.57 0.01 0.6% 3.64
ATR 1.61 1.61 0.00 -0.2% 0.00
Volume
Daily Pivots for day following 08-Feb-2023
Classic Woodie Camarilla DeMark
R4 24.14 23.46 20.49
R3 22.57 21.89 20.06
R2 21.00 21.00 19.92
R1 20.32 20.32 19.77 20.66
PP 19.43 19.43 19.43 19.61
S1 18.75 18.75 19.49 19.09
S2 17.86 17.86 19.34
S3 16.29 17.18 19.20
S4 14.72 15.61 18.77
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 29.62 27.61 20.33
R3 25.98 23.97 19.33
R2 22.34 22.34 19.00
R1 20.33 20.33 18.66 19.52
PP 18.70 18.70 18.70 18.29
S1 16.69 16.69 18.00 15.88
S2 15.06 15.06 17.66
S3 11.42 13.05 17.33
S4 7.78 9.41 16.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.12 17.06 3.06 15.6% 1.46 7.4% 84% True False
10 20.70 17.06 3.64 18.5% 1.38 7.0% 71% False False
20 21.80 17.06 4.74 24.1% 1.43 7.3% 54% False False
40 25.84 17.06 8.78 44.7% 1.57 8.0% 29% False False
60 26.22 17.06 9.16 46.7% 1.53 7.8% 28% False False
80 32.98 17.06 15.92 81.1% 1.53 7.8% 16% False False
100 34.88 17.06 17.82 90.8% 1.76 9.0% 14% False False
120 34.88 17.06 17.82 90.8% 1.82 9.2% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 26.79
2.618 24.23
1.618 22.66
1.000 21.69
0.618 21.09
HIGH 20.12
0.618 19.52
0.500 19.34
0.382 19.15
LOW 18.55
0.618 17.58
1.000 16.98
1.618 16.01
2.618 14.44
4.250 11.88
Fisher Pivots for day following 08-Feb-2023
Pivot 1 day 3 day
R1 19.53 19.51
PP 19.43 19.39
S1 19.34 19.28

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

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