CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 29.45 34.20 4.75 16.1% 31.80
High 35.19 34.41 -0.78 -2.2% 37.79
Low 29.44 30.12 0.68 2.3% 26.93
Close 33.32 30.74 -2.58 -7.7% 27.59
Range 5.75 4.29 -1.46 -25.4% 10.86
ATR 4.48 4.46 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 44.63 41.97 33.10
R3 40.34 37.68 31.92
R2 36.05 36.05 31.53
R1 33.39 33.39 31.13 32.58
PP 31.76 31.76 31.76 31.35
S1 29.10 29.10 30.35 28.29
S2 27.47 27.47 29.95
S3 23.18 24.81 29.56
S4 18.89 20.52 28.38
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 63.35 56.33 33.56
R3 52.49 45.47 30.58
R2 41.63 41.63 29.58
R1 34.61 34.61 28.59 32.69
PP 30.77 30.77 30.77 29.81
S1 23.75 23.75 26.59 21.83
S2 19.91 19.91 25.60
S3 9.05 12.89 24.60
S4 -1.81 2.03 21.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.79 26.93 10.86 35.3% 5.70 18.6% 35% False False
10 37.79 23.88 13.91 45.3% 4.62 15.0% 49% False False
20 37.79 19.93 17.86 58.1% 4.05 13.2% 61% False False
40 38.93 16.34 22.59 73.5% 3.98 12.9% 64% False False
60 38.93 16.34 22.59 73.5% 3.50 11.4% 64% False False
80 38.93 14.95 23.98 78.0% 3.38 11.0% 66% False False
100 38.93 14.73 24.20 78.7% 2.99 9.7% 66% False False
120 38.93 14.73 24.20 78.7% 2.99 9.7% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.64
2.618 45.64
1.618 41.35
1.000 38.70
0.618 37.06
HIGH 34.41
0.618 32.77
0.500 32.27
0.382 31.76
LOW 30.12
0.618 27.47
1.000 25.83
1.618 23.18
2.618 18.89
4.250 11.89
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 32.27 31.81
PP 31.76 31.45
S1 31.25 31.10

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

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