CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 31.03 33.13 2.10 6.8% 35.88
High 33.18 33.83 0.65 2.0% 37.52
Low 30.06 29.57 -0.49 -1.6% 28.84
Close 31.77 29.83 -1.94 -6.1% 30.75
Range 3.12 4.26 1.14 36.5% 8.68
ATR 4.07 4.08 0.01 0.3% 0.00
Volume
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 43.86 41.10 32.17
R3 39.60 36.84 31.00
R2 35.34 35.34 30.61
R1 32.58 32.58 30.22 31.83
PP 31.08 31.08 31.08 30.70
S1 28.32 28.32 29.44 27.57
S2 26.82 26.82 29.05
S3 22.56 24.06 28.66
S4 18.30 19.80 27.49
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 58.41 53.26 35.52
R3 49.73 44.58 33.14
R2 41.05 41.05 32.34
R1 35.90 35.90 31.55 34.14
PP 32.37 32.37 32.37 31.49
S1 27.22 27.22 29.95 25.46
S2 23.69 23.69 29.16
S3 15.01 18.54 28.36
S4 6.33 9.86 25.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.12 28.84 5.28 17.7% 3.22 10.8% 19% False False
10 37.52 28.84 8.68 29.1% 3.50 11.7% 11% False False
20 37.79 23.88 13.91 46.6% 3.98 13.3% 43% False False
40 38.93 19.93 19.00 63.7% 4.16 13.9% 52% False False
60 38.93 16.34 22.59 75.7% 3.52 11.8% 60% False False
80 38.93 16.34 22.59 75.7% 3.60 12.1% 60% False False
100 38.93 14.73 24.20 81.1% 3.16 10.6% 62% False False
120 38.93 14.73 24.20 81.1% 3.01 10.1% 62% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.94
2.618 44.98
1.618 40.72
1.000 38.09
0.618 36.46
HIGH 33.83
0.618 32.20
0.500 31.70
0.382 31.20
LOW 29.57
0.618 26.94
1.000 25.31
1.618 22.68
2.618 18.42
4.250 11.47
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 31.70 31.34
PP 31.08 30.83
S1 30.45 30.33

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

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