CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Feb-2022
Day Change Summary
Previous Current
18-Feb-2022 22-Feb-2022 Change Change % Previous Week
Open 26.66 31.80 5.14 19.3% 29.17
High 29.71 32.04 2.33 7.8% 32.04
Low 26.38 28.40 2.02 7.7% 23.88
Close 27.75 28.81 1.06 3.8% 27.75
Range 3.33 3.64 0.31 9.3% 8.16
ATR 3.85 3.88 0.03 0.8% 0.00
Volume
Daily Pivots for day following 22-Feb-2022
Classic Woodie Camarilla DeMark
R4 40.67 38.38 30.81
R3 37.03 34.74 29.81
R2 33.39 33.39 29.48
R1 31.10 31.10 29.14 30.43
PP 29.75 29.75 29.75 29.41
S1 27.46 27.46 28.48 26.79
S2 26.11 26.11 28.14
S3 22.47 23.82 27.81
S4 18.83 20.18 26.81
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 52.37 48.22 32.24
R3 44.21 40.06 29.99
R2 36.05 36.05 29.25
R1 31.90 31.90 28.50 29.90
PP 27.89 27.89 27.89 26.89
S1 23.74 23.74 27.00 21.74
S2 19.73 19.73 26.25
S3 11.57 15.58 25.51
S4 3.41 7.42 23.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.04 23.88 8.16 28.3% 3.30 11.5% 60% True False
10 32.04 19.93 12.11 42.0% 3.60 12.5% 73% True False
20 35.85 19.93 15.92 55.3% 3.97 13.8% 56% False False
40 38.93 16.34 22.59 78.4% 3.38 11.7% 55% False False
60 38.93 16.34 22.59 78.4% 3.58 12.4% 55% False False
80 38.93 14.73 24.20 84.0% 3.07 10.7% 58% False False
100 38.93 14.73 24.20 84.0% 2.85 9.9% 58% False False
120 38.93 14.73 24.20 84.0% 2.79 9.7% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.51
2.618 41.57
1.618 37.93
1.000 35.68
0.618 34.29
HIGH 32.04
0.618 30.65
0.500 30.22
0.382 29.79
LOW 28.40
0.618 26.15
1.000 24.76
1.618 22.51
2.618 18.87
4.250 12.93
Fisher Pivots for day following 22-Feb-2022
Pivot 1 day 3 day
R1 30.22 28.67
PP 29.75 28.54
S1 29.28 28.40

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

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