CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 34.20 30.52 -3.68 -10.8% 31.80
High 34.41 32.01 -2.40 -7.0% 37.79
Low 30.12 29.31 -0.81 -2.7% 26.93
Close 30.74 30.48 -0.26 -0.8% 27.59
Range 4.29 2.70 -1.59 -37.1% 10.86
ATR 4.46 4.34 -0.13 -2.8% 0.00
Volume
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 38.70 37.29 31.97
R3 36.00 34.59 31.22
R2 33.30 33.30 30.98
R1 31.89 31.89 30.73 31.25
PP 30.60 30.60 30.60 30.28
S1 29.19 29.19 30.23 28.55
S2 27.90 27.90 29.99
S3 25.20 26.49 29.74
S4 22.50 23.79 29.00
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 35.19 26.93 8.26 27.1% 4.58 15.0% 43% False False
10 37.79 24.76 13.03 42.7% 4.57 15.0% 44% False False
20 37.79 19.93 17.86 58.6% 4.08 13.4% 59% False False
40 38.93 16.58 22.35 73.3% 4.01 13.2% 62% False False
60 38.93 16.34 22.59 74.1% 3.48 11.4% 63% False False
80 38.93 16.03 22.90 75.1% 3.39 11.1% 63% False False
100 38.93 14.73 24.20 79.4% 3.00 9.8% 65% False False
120 38.93 14.73 24.20 79.4% 2.98 9.8% 65% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 43.49
2.618 39.08
1.618 36.38
1.000 34.71
0.618 33.68
HIGH 32.01
0.618 30.98
0.500 30.66
0.382 30.34
LOW 29.31
0.618 27.64
1.000 26.61
1.618 24.94
2.618 22.24
4.250 17.84
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 30.66 32.25
PP 30.60 31.66
S1 30.54 31.07

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

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