CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	19.62	18.17	-1.45	-7.4%	17.60
High	21.00	18.69	-2.31	-11.0%	21.06
Low	18.20	17.36	-0.84	-4.6%	16.34
Close	18.41	17.62	-0.79	-4.3%	18.76
Range	2.80	1.33	-1.47	-52.5%	4.72
ATR	2.77	2.66	-0.10	-3.7%	0.00
Volume

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	21.88	21.08	18.35
R3	20.55	19.75	17.99
R2	19.22	19.22	17.86
R1	18.42	18.42	17.74	18.16
PP	17.89	17.89	17.89	17.76
S1	17.09	17.09	17.50	16.83
S2	16.56	16.56	17.38
S3	15.23	15.76	17.25
S4	13.90	14.43	16.89

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	17.36	5.97	33.9%	2.48	14.1%	4%	False	True
10	23.33	16.34	6.99	39.7%	2.19	12.4%	18%	False	False
20	27.39	16.34	11.05	62.7%	2.38	13.5%	12%	False	False
40	35.32	16.03	19.29	109.5%	2.94	16.7%	8%	False	False
60	35.32	14.73	20.59	116.9%	2.42	13.7%	14%	False	False
80	35.32	14.73	20.59	116.9%	2.45	13.9%	14%	False	False
100	35.32	14.73	20.59	116.9%	2.36	13.4%	14%	False	False
120	35.32	14.73	20.59	116.9%	2.30	13.0%	14%	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	0.67
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	24.34
2.618	22.17
1.618	20.84
1.000	20.02
0.618	19.51
HIGH	18.69
0.618	18.18
0.500	18.03
0.382	17.87
LOW	17.36
0.618	16.54
1.000	16.03
1.618	15.21
2.618	13.88
4.250	11.71

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	18.03	20.35
PP	17.89	19.44
S1	17.76	18.53

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

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