CBOE Volatility Index

Trading Metrics calculated at close of trading on 02-Feb-2022

Day Change Summary
	Previous	Current
	01-Feb-2022	02-Feb-2022	Change	Change %	Previous Week
Open	24.57	21.56	-3.01	-12.3%	28.20
High	25.33	22.68	-2.65	-10.5%	38.93
Low	21.96	20.46	-1.50	-6.8%	26.90
Close	21.96	22.09	0.13	0.6%	27.66
Range	3.37	2.22	-1.15	-34.1%	12.03
ATR	4.07	3.94	-0.13	-3.2%	0.00
Volume

Daily Pivots for day following 02-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	28.40	27.47	23.31
R3	26.18	25.25	22.70
R2	23.96	23.96	22.50
R1	23.03	23.03	22.29	23.50
PP	21.74	21.74	21.74	21.98
S1	20.81	20.81	21.89	21.28
S2	19.52	19.52	21.68
S3	17.30	18.59	21.48
S4	15.08	16.37	20.87

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	33.00	20.46	12.54	56.8%	4.08	18.5%	13%	False	True
10	38.93	20.46	18.47	83.6%	5.26	23.8%	9%	False	True
20	38.93	16.58	22.35	101.2%	3.94	17.8%	25%	False	False
40	38.93	16.34	22.59	102.3%	3.18	14.4%	25%	False	False
60	38.93	16.03	22.90	103.7%	3.15	14.3%	26%	False	False
80	38.93	14.73	24.20	109.6%	2.73	12.3%	30%	False	False
100	38.93	14.73	24.20	109.6%	2.76	12.5%	30%	False	False
120	38.93	14.73	24.20	109.6%	2.65	12.0%	30%	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	True
Bull Hook	False
Stretch	1.39
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	32.12
2.618	28.49
1.618	26.27
1.000	24.90
0.618	24.05
HIGH	22.68
0.618	21.83
0.500	21.57
0.382	21.31
LOW	20.46
0.618	19.09
1.000	18.24
1.618	16.87
2.618	14.65
4.250	11.03

Fisher Pivots for day following 02-Feb-2022
Pivot	1 day	3 day
R1	21.92	24.94
PP	21.74	23.99
S1	21.57	23.04

Download as Excel Spreadsheet

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

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