CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 19.85 19.58 -0.27 -1.4% 17.60
High 20.80 23.33 2.53 12.2% 21.06
Low 18.57 19.29 0.72 3.9% 16.34
Close 18.76 19.40 0.64 3.4% 18.76
Range 2.23 4.04 1.81 81.2% 4.72
ATR 2.62 2.76 0.14 5.3% 0.00
Volume
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 32.79 30.14 21.62
R3 28.75 26.10 20.51
R2 24.71 24.71 20.14
R1 22.06 22.06 19.77 21.37
PP 20.67 20.67 20.67 20.33
S1 18.02 18.02 19.03 17.33
S2 16.63 16.63 18.66
S3 12.59 13.98 18.29
S4 8.55 9.94 17.18
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 32.88 30.54 21.36
R3 28.16 25.82 20.06
R2 23.44 23.44 19.63
R1 21.10 21.10 19.19 22.27
PP 18.72 18.72 18.72 19.31
S1 16.38 16.38 18.33 17.55
S2 14.00 14.00 17.89
S3 9.28 11.66 17.46
S4 4.56 6.94 16.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.33 16.34 6.99 36.0% 2.66 13.7% 44% True False
10 23.33 16.34 6.99 36.0% 2.00 10.3% 44% True False
20 27.39 16.34 11.05 57.0% 2.45 12.6% 28% False False
40 35.32 16.03 19.29 99.4% 2.90 14.9% 17% False False
60 35.32 14.73 20.59 106.1% 2.40 12.4% 23% False False
80 35.32 14.73 20.59 106.1% 2.50 12.9% 23% False False
100 35.32 14.73 20.59 106.1% 2.42 12.5% 23% False False
120 35.32 14.73 20.59 106.1% 2.28 11.8% 23% 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 0.54
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 40.50
2.618 33.91
1.618 29.87
1.000 27.37
0.618 25.83
HIGH 23.33
0.618 21.79
0.500 21.31
0.382 20.83
LOW 19.29
0.618 16.79
1.000 15.25
1.618 12.75
2.618 8.71
4.250 2.12
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 21.31 20.95
PP 20.67 20.43
S1 20.04 19.92

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

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