CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 31.90 35.88 3.98 12.5% 32.44
High 34.65 36.55 1.90 5.5% 35.19
Low 31.47 32.59 1.12 3.6% 28.43
Close 31.98 36.45 4.47 14.0% 31.98
Range 3.18 3.96 0.78 24.5% 6.76
ATR 4.33 4.34 0.02 0.4% 0.00
Volume
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 47.08 45.72 38.63
R3 43.12 41.76 37.54
R2 39.16 39.16 37.18
R1 37.80 37.80 36.81 38.48
PP 35.20 35.20 35.20 35.54
S1 33.84 33.84 36.09 34.52
S2 31.24 31.24 35.72
S3 27.28 29.88 35.36
S4 23.32 25.92 34.27
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 36.55 29.31 7.24 19.9% 3.98 10.9% 99% True False
10 37.79 26.93 10.86 29.8% 4.59 12.6% 88% False False
20 37.79 19.93 17.86 49.0% 4.05 11.1% 92% False False
40 38.93 17.36 21.57 59.2% 4.05 11.1% 89% False False
60 38.93 16.34 22.59 62.0% 3.49 9.6% 89% False False
80 38.93 16.03 22.90 62.8% 3.44 9.4% 89% False False
100 38.93 14.73 24.20 66.4% 3.03 8.3% 90% False False
120 38.93 14.73 24.20 66.4% 3.00 8.2% 90% 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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.38
2.618 46.92
1.618 42.96
1.000 40.51
0.618 39.00
HIGH 36.55
0.618 35.04
0.500 34.57
0.382 34.10
LOW 32.59
0.618 30.14
1.000 28.63
1.618 26.18
2.618 22.22
4.250 15.76
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 35.82 35.28
PP 35.20 34.10
S1 34.57 32.93

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

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