CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 31.80 28.04 -3.76 -11.8% 29.17
High 32.04 31.07 -0.97 -3.0% 32.04
Low 28.40 27.20 -1.20 -4.2% 23.88
Close 28.81 31.02 2.21 7.7% 27.75
Range 3.64 3.87 0.23 6.3% 8.16
ATR 3.88 3.88 0.00 0.0% 0.00
Volume
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 41.37 40.07 33.15
R3 37.50 36.20 32.08
R2 33.63 33.63 31.73
R1 32.33 32.33 31.37 32.98
PP 29.76 29.76 29.76 30.09
S1 28.46 28.46 30.67 29.11
S2 25.89 25.89 30.31
S3 22.02 24.59 29.96
S4 18.15 20.72 28.89
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 26.3% 3.53 11.4% 88% False False
10 32.04 19.93 12.11 39.0% 3.77 12.2% 92% False False
20 33.00 19.93 13.07 42.1% 3.83 12.3% 85% False False
40 38.93 16.34 22.59 72.8% 3.43 11.1% 65% False False
60 38.93 16.34 22.59 72.8% 3.56 11.5% 65% False False
80 38.93 14.73 24.20 78.0% 3.11 10.0% 67% False False
100 38.93 14.73 24.20 78.0% 2.85 9.2% 67% False False
120 38.93 14.73 24.20 78.0% 2.82 9.1% 67% 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 0.49
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.52
2.618 41.20
1.618 37.33
1.000 34.94
0.618 33.46
HIGH 31.07
0.618 29.59
0.500 29.14
0.382 28.68
LOW 27.20
0.618 24.81
1.000 23.33
1.618 20.94
2.618 17.07
4.250 10.75
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 30.39 30.42
PP 29.76 29.81
S1 29.14 29.21

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

View Archives - Comment on this page... - Back to Index of Symbols