CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Feb-2022
Day Change Summary
Previous Current
03-Feb-2022 04-Feb-2022 Change Change % Previous Week
Open 22.63 23.77 1.14 5.0% 28.36
High 25.75 26.26 0.51 2.0% 29.41
Low 22.30 22.07 -0.23 -1.0% 20.46
Close 24.35 23.22 -1.13 -4.6% 23.22
Range 3.45 4.19 0.74 21.4% 8.95
ATR 3.92 3.94 0.02 0.5% 0.00
Volume
Daily Pivots for day following 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 36.42 34.01 25.52
R3 32.23 29.82 24.37
R2 28.04 28.04 23.99
R1 25.63 25.63 23.60 24.74
PP 23.85 23.85 23.85 23.41
S1 21.44 21.44 22.84 20.55
S2 19.66 19.66 22.45
S3 15.47 17.25 22.07
S4 11.28 13.06 20.92
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 51.21 46.17 28.14
R3 42.26 37.22 25.68
R2 33.31 33.31 24.86
R1 28.27 28.27 24.04 26.32
PP 24.36 24.36 24.36 23.39
S1 19.32 19.32 22.40 17.37
S2 15.41 15.41 21.58
S3 6.46 10.37 20.76
S4 -2.49 1.42 18.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.41 20.46 8.95 38.5% 3.59 15.4% 31% False False
10 38.93 20.46 18.47 79.5% 5.16 22.2% 15% False False
20 38.93 17.36 21.57 92.9% 4.04 17.4% 27% False False
40 38.93 16.34 22.59 97.3% 3.21 13.8% 30% False False
60 38.93 16.03 22.90 98.6% 3.24 13.9% 31% False False
80 38.93 14.73 24.20 104.2% 2.77 11.9% 35% False False
100 38.93 14.73 24.20 104.2% 2.79 12.0% 35% False False
120 38.93 14.73 24.20 104.2% 2.70 11.6% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.07
2.618 37.23
1.618 33.04
1.000 30.45
0.618 28.85
HIGH 26.26
0.618 24.66
0.500 24.17
0.382 23.67
LOW 22.07
0.618 19.48
1.000 17.88
1.618 15.29
2.618 11.10
4.250 4.26
Fisher Pivots for day following 04-Feb-2022
Pivot 1 day 3 day
R1 24.17 23.36
PP 23.85 23.31
S1 23.54 23.27

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

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