CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 30.52 31.90 1.38 4.5% 32.44
High 32.01 34.65 2.64 8.2% 35.19
Low 29.31 31.47 2.16 7.4% 28.43
Close 30.48 31.98 1.50 4.9% 31.98
Range 2.70 3.18 0.48 17.8% 6.76
ATR 4.34 4.33 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 42.24 40.29 33.73
R3 39.06 37.11 32.85
R2 35.88 35.88 32.56
R1 33.93 33.93 32.27 34.91
PP 32.70 32.70 32.70 33.19
S1 30.75 30.75 31.69 31.73
S2 29.52 29.52 31.40
S3 26.34 27.57 31.11
S4 23.16 24.39 30.23
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 52.15 48.82 35.70
R3 45.39 42.06 33.84
R2 38.63 38.63 33.22
R1 35.30 35.30 32.60 33.59
PP 31.87 31.87 31.87 31.01
S1 28.54 28.54 31.36 26.83
S2 25.11 25.11 30.74
S3 18.35 21.78 30.12
S4 11.59 15.02 28.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.19 28.43 6.76 21.1% 4.20 13.1% 53% False False
10 37.79 26.38 11.41 35.7% 4.52 14.1% 49% False False
20 37.79 19.93 17.86 55.8% 4.06 12.7% 67% False False
40 38.93 17.36 21.57 67.4% 4.00 12.5% 68% False False
60 38.93 16.34 22.59 70.6% 3.48 10.9% 69% False False
80 38.93 16.03 22.90 71.6% 3.41 10.7% 70% False False
100 38.93 14.73 24.20 75.7% 3.01 9.4% 71% False False
120 38.93 14.73 24.20 75.7% 2.98 9.3% 71% 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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.17
2.618 42.98
1.618 39.80
1.000 37.83
0.618 36.62
HIGH 34.65
0.618 33.44
0.500 33.06
0.382 32.68
LOW 31.47
0.618 29.50
1.000 28.29
1.618 26.32
2.618 23.14
4.250 17.96
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 33.06 31.98
PP 32.70 31.98
S1 32.34 31.98

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

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