CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 24.09 23.09 -1.00 -4.2% 28.36
High 24.82 23.48 -1.34 -5.4% 29.41
Low 22.02 21.32 -0.70 -3.2% 20.46
Close 22.86 21.44 -1.42 -6.2% 23.22
Range 2.80 2.16 -0.64 -22.9% 8.95
ATR 3.86 3.74 -0.12 -3.1% 0.00
Volume
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 28.56 27.16 22.63
R3 26.40 25.00 22.03
R2 24.24 24.24 21.84
R1 22.84 22.84 21.64 22.46
PP 22.08 22.08 22.08 21.89
S1 20.68 20.68 21.24 20.30
S2 19.92 19.92 21.04
S3 17.76 18.52 20.85
S4 15.60 16.36 20.25
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 26.26 20.46 5.80 27.1% 2.96 13.8% 17% False False
10 33.00 20.46 12.54 58.5% 3.89 18.1% 8% False False
20 38.93 17.36 21.57 100.6% 3.98 18.6% 19% False False
40 38.93 16.34 22.59 105.4% 3.21 15.0% 23% False False
60 38.93 16.03 22.90 106.8% 3.26 15.2% 24% False False
80 38.93 14.73 24.20 112.9% 2.79 13.0% 28% False False
100 38.93 14.73 24.20 112.9% 2.79 13.0% 28% False False
120 38.93 14.73 24.20 112.9% 2.68 12.5% 28% 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 1.19
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 32.66
2.618 29.13
1.618 26.97
1.000 25.64
0.618 24.81
HIGH 23.48
0.618 22.65
0.500 22.40
0.382 22.15
LOW 21.32
0.618 19.99
1.000 19.16
1.618 17.83
2.618 15.67
4.250 12.14
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 22.40 23.79
PP 22.08 23.01
S1 21.76 22.22

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

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