CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Feb-2023
Day Change Summary
Previous Current
14-Feb-2023 15-Feb-2023 Change Change % Previous Week
Open 20.72 19.37 -1.35 -6.5% 19.23
High 20.75 19.41 -1.34 -6.5% 21.94
Low 18.48 18.11 -0.37 -2.0% 18.43
Close 18.91 18.23 -0.68 -3.6% 20.53
Range 2.27 1.30 -0.97 -42.7% 3.51
ATR 1.66 1.63 -0.03 -1.5% 0.00
Volume
Daily Pivots for day following 15-Feb-2023
Classic Woodie Camarilla DeMark
R4 22.48 21.66 18.95
R3 21.18 20.36 18.59
R2 19.88 19.88 18.47
R1 19.06 19.06 18.35 18.82
PP 18.58 18.58 18.58 18.47
S1 17.76 17.76 18.11 17.52
S2 17.28 17.28 17.99
S3 15.98 16.46 17.87
S4 14.68 15.16 17.52
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 30.83 29.19 22.46
R3 27.32 25.68 21.50
R2 23.81 23.81 21.17
R1 22.17 22.17 20.85 22.99
PP 20.30 20.30 20.30 20.71
S1 18.66 18.66 20.21 19.48
S2 16.79 16.79 19.89
S3 13.28 15.15 19.56
S4 9.77 11.64 18.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.94 18.11 3.83 21.0% 1.70 9.3% 3% False True
10 21.94 17.06 4.88 26.8% 1.58 8.7% 24% False False
20 21.94 17.06 4.88 26.8% 1.46 8.0% 24% False False
40 24.30 17.06 7.24 39.7% 1.50 8.2% 16% False False
60 25.84 17.06 8.78 48.2% 1.53 8.4% 13% False False
80 30.95 17.06 13.89 76.2% 1.54 8.4% 8% False False
100 34.88 17.06 17.82 97.8% 1.71 9.4% 7% False False
120 34.88 17.06 17.82 97.8% 1.82 10.0% 7% 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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 24.94
2.618 22.81
1.618 21.51
1.000 20.71
0.618 20.21
HIGH 19.41
0.618 18.91
0.500 18.76
0.382 18.61
LOW 18.11
0.618 17.31
1.000 16.81
1.618 16.01
2.618 14.71
4.250 12.59
Fisher Pivots for day following 15-Feb-2023
Pivot 1 day 3 day
R1 18.76 19.90
PP 18.58 19.34
S1 18.41 18.79

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

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