CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Feb-2022
Day Change Summary
Previous Current
16-Feb-2022 17-Feb-2022 Change Change % Previous Week
Open 25.19 24.83 -0.36 -1.4% 24.09
High 27.06 28.37 1.31 4.8% 30.99
Low 23.88 24.76 0.88 3.7% 19.93
Close 24.29 28.11 3.82 15.7% 27.36
Range 3.18 3.61 0.43 13.5% 11.06
ATR 3.88 3.89 0.01 0.4% 0.00
Volume
Daily Pivots for day following 17-Feb-2022
Classic Woodie Camarilla DeMark
R4 37.91 36.62 30.10
R3 34.30 33.01 29.10
R2 30.69 30.69 28.77
R1 29.40 29.40 28.44 30.05
PP 27.08 27.08 27.08 27.40
S1 25.79 25.79 27.78 26.44
S2 23.47 23.47 27.45
S3 19.86 22.18 27.12
S4 16.25 18.57 26.12
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 59.27 54.38 33.44
R3 48.21 43.32 30.40
R2 37.15 37.15 29.39
R1 32.26 32.26 28.37 34.71
PP 26.09 26.09 26.09 27.32
S1 21.20 21.20 26.35 23.65
S2 15.03 15.03 25.33
S3 3.97 10.14 24.32
S4 -7.09 -0.92 21.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.04 23.33 8.71 31.0% 4.18 14.9% 55% False False
10 32.04 19.93 12.11 43.1% 3.60 12.8% 68% False False
20 38.93 19.93 19.00 67.6% 4.39 15.6% 43% False False
40 38.93 16.34 22.59 80.4% 3.31 11.8% 52% False False
60 38.93 16.34 22.59 80.4% 3.53 12.6% 52% False False
80 38.93 14.73 24.20 86.1% 3.03 10.8% 55% False False
100 38.93 14.73 24.20 86.1% 2.86 10.2% 55% False False
120 38.93 14.73 24.20 86.1% 2.75 9.8% 55% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.71
2.618 37.82
1.618 34.21
1.000 31.98
0.618 30.60
HIGH 28.37
0.618 26.99
0.500 26.57
0.382 26.14
LOW 24.76
0.618 22.53
1.000 21.15
1.618 18.92
2.618 15.31
4.250 9.42
Fisher Pivots for day following 17-Feb-2022
Pivot 1 day 3 day
R1 27.60 27.45
PP 27.08 26.79
S1 26.57 26.13

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

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