CBOE Volatility Index

Trading Metrics calculated at close of trading on 18-Jan-2022

Day Change Summary
	Previous	Current
	14-Jan-2022	18-Jan-2022	Change	Change %	Previous Week
Open	20.11	21.18	1.07	5.3%	19.58
High	22.07	23.20	1.13	5.1%	23.33
Low	19.05	21.18	2.13	11.2%	17.36
Close	19.19	22.79	3.60	18.8%	19.19
Range	3.02	2.02	-1.00	-33.1%	5.97
ATR	2.72	2.81	0.09	3.4%	0.00
Volume

Daily Pivots for day following 18-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	28.45	27.64	23.90
R3	26.43	25.62	23.35
R2	24.41	24.41	23.16
R1	23.60	23.60	22.98	24.01
PP	22.39	22.39	22.39	22.59
S1	21.58	21.58	22.60	21.99
S2	20.37	20.37	22.42
S3	18.35	19.56	22.23
S4	16.33	17.54	21.68

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	37.87	34.50	22.47
R3	31.90	28.53	20.83
R2	25.93	25.93	20.28
R1	22.56	22.56	19.74	21.26
PP	19.96	19.96	19.96	19.31
S1	16.59	16.59	18.64	15.29
S2	13.99	13.99	18.10
S3	8.02	10.62	17.55
S4	2.05	4.65	15.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	23.20	17.36	5.84	25.6%	2.45	10.8%	93%	True	False
10	23.33	16.34	6.99	30.7%	2.56	11.2%	92%	False	False
20	27.39	16.34	11.05	48.5%	2.23	9.8%	58%	False	False
40	35.32	16.34	18.98	83.3%	3.05	13.4%	34%	False	False
60	35.32	14.73	20.59	90.3%	2.51	11.0%	39%	False	False
80	35.32	14.73	20.59	90.3%	2.45	10.7%	39%	False	False
100	35.32	14.73	20.59	90.3%	2.40	10.5%	39%	False	False
120	35.32	14.73	20.59	90.3%	2.32	10.2%	39%	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	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	31.79
2.618	28.49
1.618	26.47
1.000	25.22
0.618	24.45
HIGH	23.20
0.618	22.43
0.500	22.19
0.382	21.95
LOW	21.18
0.618	19.93
1.000	19.16
1.618	17.91
2.618	15.89
4.250	12.60

Fisher Pivots for day following 18-Jan-2022
Pivot	1 day	3 day
R1	22.59	21.97
PP	22.39	21.15
S1	22.19	20.33

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

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