CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 27.77 24.16 -3.61 -13.0% 24.05
High 28.91 24.16 -4.75 -16.4% 30.81
Low 24.00 21.29 -2.71 -11.3% 22.27
Close 24.15 21.38 -2.77 -11.5% 25.51
Range 4.91 2.87 -2.04 -41.5% 8.54
ATR 3.21 3.18 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 30.89 29.00 22.96
R3 28.02 26.13 22.17
R2 25.15 25.15 21.91
R1 23.26 23.26 21.64 22.77
PP 22.28 22.28 22.28 22.03
S1 20.39 20.39 21.12 19.90
S2 19.41 19.41 20.85
S3 16.54 17.52 20.59
S4 13.67 14.65 19.80
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 51.82 47.20 30.21
R3 43.28 38.66 27.86
R2 34.74 34.74 27.08
R1 30.12 30.12 26.29 32.43
PP 26.20 26.20 26.20 27.35
S1 21.58 21.58 24.73 23.89
S2 17.66 17.66 23.94
S3 9.12 13.04 23.16
S4 0.58 4.50 20.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.91 21.29 8.62 40.3% 4.52 21.1% 1% False True
10 30.81 18.88 11.93 55.8% 4.70 22.0% 21% False False
20 30.81 18.16 12.65 59.2% 3.04 14.2% 25% False False
40 30.81 17.06 13.75 64.3% 2.29 10.7% 31% False False
60 30.81 17.06 13.75 64.3% 2.02 9.4% 31% False False
80 30.81 17.06 13.75 64.3% 1.92 9.0% 31% False False
100 30.81 17.06 13.75 64.3% 1.85 8.6% 31% False False
120 34.88 17.06 17.82 83.3% 1.88 8.8% 24% 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 0.57
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 36.36
2.618 31.67
1.618 28.80
1.000 27.03
0.618 25.93
HIGH 24.16
0.618 23.06
0.500 22.73
0.382 22.39
LOW 21.29
0.618 19.52
1.000 18.42
1.618 16.65
2.618 13.78
4.250 9.09
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 22.73 25.10
PP 22.28 23.86
S1 21.83 22.62

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

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