CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Mar-2022
Day Change Summary
Previous Current
15-Mar-2022 16-Mar-2022 Change Change % Previous Week
Open 33.13 29.02 -4.11 -12.4% 35.88
High 33.83 29.80 -4.03 -11.9% 37.52
Low 29.57 26.29 -3.28 -11.1% 28.84
Close 29.83 26.67 -3.16 -10.6% 30.75
Range 4.26 3.51 -0.75 -17.6% 8.68
ATR 4.08 4.04 -0.04 -0.9% 0.00
Volume
Daily Pivots for day following 16-Mar-2022
Classic Woodie Camarilla DeMark
R4 38.12 35.90 28.60
R3 34.61 32.39 27.64
R2 31.10 31.10 27.31
R1 28.88 28.88 26.99 28.24
PP 27.59 27.59 27.59 27.26
S1 25.37 25.37 26.35 24.73
S2 24.08 24.08 26.03
S3 20.57 21.86 25.70
S4 17.06 18.35 24.74
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 34.03 26.29 7.74 29.0% 3.37 12.6% 5% False True
10 37.52 26.29 11.23 42.1% 3.42 12.8% 3% False True
20 37.79 23.88 13.91 52.2% 4.02 15.1% 20% False False
40 38.93 19.93 19.00 71.2% 4.19 15.7% 35% False False
60 38.93 16.34 22.59 84.7% 3.54 13.3% 46% False False
80 38.93 16.34 22.59 84.7% 3.62 13.6% 46% False False
100 38.93 14.73 24.20 90.7% 3.19 11.9% 49% False False
120 38.93 14.73 24.20 90.7% 3.03 11.4% 49% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.72
2.618 38.99
1.618 35.48
1.000 33.31
0.618 31.97
HIGH 29.80
0.618 28.46
0.500 28.05
0.382 27.63
LOW 26.29
0.618 24.12
1.000 22.78
1.618 20.61
2.618 17.10
4.250 11.37
Fisher Pivots for day following 16-Mar-2022
Pivot 1 day 3 day
R1 28.05 30.06
PP 27.59 28.93
S1 27.13 27.80

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

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