CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Feb-2022
Day Change Summary
Previous Current
09-Feb-2022 10-Feb-2022 Change Change % Previous Week
Open 21.27 20.37 -0.90 -4.2% 28.36
High 21.30 24.77 3.47 16.3% 29.41
Low 19.93 20.18 0.25 1.3% 20.46
Close 19.96 23.91 3.95 19.8% 23.22
Range 1.37 4.59 3.22 235.0% 8.95
ATR 3.58 3.66 0.09 2.5% 0.00
Volume
Daily Pivots for day following 10-Feb-2022
Classic Woodie Camarilla DeMark
R4 36.72 34.91 26.43
R3 32.13 30.32 25.17
R2 27.54 27.54 24.75
R1 25.73 25.73 24.33 26.64
PP 22.95 22.95 22.95 23.41
S1 21.14 21.14 23.49 22.05
S2 18.36 18.36 23.07
S3 13.77 16.55 22.65
S4 9.18 11.96 21.39
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 19.93 6.33 26.5% 3.02 12.6% 63% False False
10 32.82 19.93 12.89 53.9% 3.44 14.4% 31% False False
20 38.93 17.45 21.48 89.8% 4.07 17.0% 30% False False
40 38.93 16.34 22.59 94.5% 3.22 13.5% 34% False False
60 38.93 16.03 22.90 95.8% 3.32 13.9% 34% False False
80 38.93 14.73 24.20 101.2% 2.83 11.9% 38% False False
100 38.93 14.73 24.20 101.2% 2.77 11.6% 38% False False
120 38.93 14.73 24.20 101.2% 2.64 11.1% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 44.28
2.618 36.79
1.618 32.20
1.000 29.36
0.618 27.61
HIGH 24.77
0.618 23.02
0.500 22.48
0.382 21.93
LOW 20.18
0.618 17.34
1.000 15.59
1.618 12.75
2.618 8.16
4.250 0.67
Fisher Pivots for day following 10-Feb-2022
Pivot 1 day 3 day
R1 23.43 23.39
PP 22.95 22.87
S1 22.48 22.35

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

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