CBOE Volatility Index

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	17.30	17.63	0.33	1.9%	19.37
High	17.79	18.27	0.48	2.7%	19.41
Low	16.62	16.99	0.37	2.2%	16.62
Close	17.33	17.22	-0.11	-0.6%	17.22
Range	1.17	1.28	0.11	9.4%	2.79
ATR	2.90	2.79	-0.12	-4.0%	0.00
Volume

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	21.33	20.56	17.92
R3	20.05	19.28	17.57
R2	18.77	18.77	17.45
R1	18.00	18.00	17.34	17.75
PP	17.49	17.49	17.49	17.37
S1	16.72	16.72	17.10	16.47
S2	16.21	16.21	16.99
S3	14.93	15.44	16.87
S4	13.65	14.16	16.52

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	26.12	24.46	18.75
R3	23.33	21.67	17.99
R2	20.54	20.54	17.73
R1	18.88	18.88	17.48	18.32
PP	17.75	17.75	17.75	17.47
S1	16.09	16.09	16.96	15.53
S2	14.96	14.96	16.71
S3	12.17	13.30	16.45
S4	9.38	10.51	15.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19.41	16.62	2.79	16.2%	1.31	7.6%	22%	False	False
10	27.39	16.62	10.77	62.5%	1.97	11.5%	6%	False	False
20	35.32	16.62	18.70	108.6%	2.92	16.9%	3%	False	False
40	35.32	14.73	20.59	119.6%	2.76	16.0%	12%	False	False
60	35.32	14.73	20.59	119.6%	2.32	13.5%	12%	False	False
80	35.32	14.73	20.59	119.6%	2.50	14.5%	12%	False	False
100	35.32	14.73	20.59	119.6%	2.38	13.8%	12%	False	False
120	35.32	14.73	20.59	119.6%	2.30	13.4%	12%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	23.71
2.618	21.62
1.618	20.34
1.000	19.55
0.618	19.06
HIGH	18.27
0.618	17.78
0.500	17.63
0.382	17.48
LOW	16.99
0.618	16.20
1.000	15.71
1.618	14.92
2.618	13.64
4.250	11.55

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	17.63	17.45
PP	17.49	17.37
S1	17.36	17.30

Download as Excel Spreadsheet

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

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