CBOE Volatility Index

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	17.60	16.57	-1.03	-5.9%	19.37
High	18.54	17.81	-0.73	-3.9%	19.41
Low	16.56	16.34	-0.22	-1.3%	16.62
Close	16.60	16.91	0.31	1.9%	17.22
Range	1.98	1.47	-0.51	-25.8%	2.79
ATR	2.73	2.64	-0.09	-3.3%	0.00
Volume

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	21.43	20.64	17.72
R3	19.96	19.17	17.31
R2	18.49	18.49	17.18
R1	17.70	17.70	17.04	18.10
PP	17.02	17.02	17.02	17.22
S1	16.23	16.23	16.78	16.63
S2	15.55	15.55	16.64
S3	14.08	14.76	16.51
S4	12.61	13.29	16.10

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	18.54	16.34	2.20	13.0%	1.44	8.5%	26%	False	True
10	22.68	16.34	6.34	37.5%	1.59	9.4%	9%	False	True
20	27.39	16.34	11.05	65.3%	2.41	14.3%	5%	False	True
40	35.32	16.03	19.29	114.1%	2.76	16.3%	5%	False	False
60	35.32	14.73	20.59	121.8%	2.32	13.7%	11%	False	False
80	35.32	14.73	20.59	121.8%	2.46	14.6%	11%	False	False
100	35.32	14.73	20.59	121.8%	2.39	14.2%	11%	False	False
120	35.32	14.73	20.59	121.8%	2.30	13.6%	11%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	24.06
2.618	21.66
1.618	20.19
1.000	19.28
0.618	18.72
HIGH	17.81
0.618	17.25
0.500	17.08
0.382	16.90
LOW	16.34
0.618	15.43
1.000	14.87
1.618	13.96
2.618	12.49
4.250	10.09

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	17.08	17.44
PP	17.02	17.26
S1	16.97	17.09

Download as Excel Spreadsheet

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

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