CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	16.57	17.07	0.50	3.0%	19.37
High	17.81	20.17	2.36	13.3%	19.41
Low	16.34	16.58	0.24	1.5%	16.62
Close	16.91	19.73	2.82	16.7%	17.22
Range	1.47	3.59	2.12	144.2%	2.79
ATR	2.64	2.71	0.07	2.6%	0.00
Volume

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	29.60	28.25	21.70
R3	26.01	24.66	20.72
R2	22.42	22.42	20.39
R1	21.07	21.07	20.06	21.75
PP	18.83	18.83	18.83	19.16
S1	17.48	17.48	19.40	18.16
S2	15.24	15.24	19.07
S3	11.65	13.89	18.74
S4	8.06	10.30	17.76

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	20.17	16.34	3.83	19.4%	1.90	9.6%	89%	True	False
10	21.36	16.34	5.02	25.4%	1.77	9.0%	68%	False	False
20	27.39	16.34	11.05	56.0%	2.44	12.4%	31%	False	False
40	35.32	16.03	19.29	97.8%	2.82	14.3%	19%	False	False
60	35.32	14.73	20.59	104.4%	2.34	11.9%	24%	False	False
80	35.32	14.73	20.59	104.4%	2.48	12.5%	24%	False	False
100	35.32	14.73	20.59	104.4%	2.42	12.3%	24%	False	False
120	35.32	14.73	20.59	104.4%	2.31	11.7%	24%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	35.43
2.618	29.57
1.618	25.98
1.000	23.76
0.618	22.39
HIGH	20.17
0.618	18.80
0.500	18.38
0.382	17.95
LOW	16.58
0.618	14.36
1.000	12.99
1.618	10.77
2.618	7.18
4.250	1.32

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	19.28	19.24
PP	18.83	18.75
S1	18.38	18.26

Download as Excel Spreadsheet

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

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