CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 30.27 28.36 -1.91 -6.3% 28.20
High 32.82 29.41 -3.41 -10.4% 38.93
Low 27.28 24.71 -2.57 -9.4% 26.90
Close 27.66 24.83 -2.83 -10.2% 27.66
Range 5.54 4.70 -0.84 -15.2% 12.03
ATR 4.08 4.13 0.04 1.1% 0.00
Volume
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 40.42 37.32 27.42
R3 35.72 32.62 26.12
R2 31.02 31.02 25.69
R1 27.92 27.92 25.26 27.12
PP 26.32 26.32 26.32 25.92
S1 23.22 23.22 24.40 22.42
S2 21.62 21.62 23.97
S3 16.92 18.52 23.54
S4 12.22 13.82 22.25
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 67.25 59.49 34.28
R3 55.22 47.46 30.97
R2 43.19 43.19 29.87
R1 35.43 35.43 28.76 33.30
PP 31.16 31.16 31.16 30.10
S1 23.40 23.40 26.56 21.27
S2 19.13 19.13 25.45
S3 7.10 11.37 24.35
S4 -4.93 -0.66 21.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.85 24.71 11.14 44.9% 5.48 22.1% 1% False True
10 38.93 21.18 17.75 71.5% 5.11 20.6% 21% False False
20 38.93 16.34 22.59 91.0% 3.83 15.4% 38% False False
40 38.93 16.34 22.59 91.0% 3.38 13.6% 38% False False
60 38.93 14.73 24.20 97.5% 3.12 12.6% 42% False False
80 38.93 14.73 24.20 97.5% 2.70 10.9% 42% False False
100 38.93 14.73 24.20 97.5% 2.77 11.1% 42% False False
120 38.93 14.73 24.20 97.5% 2.62 10.6% 42% 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 1.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.39
2.618 41.71
1.618 37.01
1.000 34.11
0.618 32.31
HIGH 29.41
0.618 27.61
0.500 27.06
0.382 26.51
LOW 24.71
0.618 21.81
1.000 20.01
1.618 17.11
2.618 12.41
4.250 4.74
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 27.06 28.86
PP 26.32 27.51
S1 25.57 26.17

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

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