CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Mar-2022
Day Change Summary
Previous Current
16-Mar-2022 17-Mar-2022 Change Change % Previous Week
Open 29.02 26.51 -2.51 -8.6% 35.88
High 29.80 27.47 -2.33 -7.8% 37.52
Low 26.29 25.25 -1.04 -4.0% 28.84
Close 26.67 25.67 -1.00 -3.7% 30.75
Range 3.51 2.22 -1.29 -36.8% 8.68
ATR 4.04 3.91 -0.13 -3.2% 0.00
Volume
Daily Pivots for day following 17-Mar-2022
Classic Woodie Camarilla DeMark
R4 32.79 31.45 26.89
R3 30.57 29.23 26.28
R2 28.35 28.35 26.08
R1 27.01 27.01 25.87 26.57
PP 26.13 26.13 26.13 25.91
S1 24.79 24.79 25.47 24.35
S2 23.91 23.91 25.26
S3 21.69 22.57 25.06
S4 19.47 20.35 24.45
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 33.83 25.25 8.58 33.4% 3.06 11.9% 5% False True
10 37.52 25.25 12.27 47.8% 3.37 13.1% 3% False True
20 37.79 24.76 13.03 50.8% 3.97 15.5% 7% False False
40 38.93 19.93 19.00 74.0% 4.20 16.3% 30% False False
60 38.93 16.34 22.59 88.0% 3.50 13.6% 41% False False
80 38.93 16.34 22.59 88.0% 3.63 14.1% 41% False False
100 38.93 14.73 24.20 94.3% 3.19 12.4% 45% False False
120 38.93 14.73 24.20 94.3% 3.02 11.8% 45% False False
Crabel Price Patterns
NR True
NR4 True
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 0.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 36.91
2.618 33.28
1.618 31.06
1.000 29.69
0.618 28.84
HIGH 27.47
0.618 26.62
0.500 26.36
0.382 26.10
LOW 25.25
0.618 23.88
1.000 23.03
1.618 21.66
2.618 19.44
4.250 15.82
Fisher Pivots for day following 17-Mar-2022
Pivot 1 day 3 day
R1 26.36 29.54
PP 26.13 28.25
S1 25.90 26.96

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

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