CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Mar-2022
Day Change Summary
Previous Current
17-Mar-2022 18-Mar-2022 Change Change % Previous Week
Open 26.51 26.36 -0.15 -0.6% 31.03
High 27.47 26.82 -0.65 -2.4% 33.83
Low 25.25 23.85 -1.40 -5.5% 23.85
Close 25.67 23.87 -1.80 -7.0% 23.87
Range 2.22 2.97 0.75 33.8% 9.98
ATR 3.91 3.84 -0.07 -1.7% 0.00
Volume
Daily Pivots for day following 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 33.76 31.78 25.50
R3 30.79 28.81 24.69
R2 27.82 27.82 24.41
R1 25.84 25.84 24.14 25.35
PP 24.85 24.85 24.85 24.60
S1 22.87 22.87 23.60 22.38
S2 21.88 21.88 23.33
S3 18.91 19.90 23.05
S4 15.94 16.93 22.24
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 57.12 50.48 29.36
R3 47.14 40.50 26.61
R2 37.16 37.16 25.70
R1 30.52 30.52 24.78 28.85
PP 27.18 27.18 27.18 26.35
S1 20.54 20.54 22.96 18.87
S2 17.20 17.20 22.04
S3 7.22 10.56 21.13
S4 -2.76 0.58 18.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.83 23.85 9.98 41.8% 3.22 13.5% 0% False True
10 37.52 23.85 13.67 57.3% 3.35 14.0% 0% False True
20 37.79 23.85 13.94 58.4% 3.94 16.5% 0% False True
40 38.93 19.93 19.00 79.6% 4.16 17.4% 21% False False
60 38.93 16.34 22.59 94.6% 3.52 14.7% 33% False False
80 38.93 16.34 22.59 94.6% 3.64 15.2% 33% False False
100 38.93 14.73 24.20 101.4% 3.21 13.4% 38% False False
120 38.93 14.73 24.20 101.4% 3.04 12.7% 38% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 39.44
2.618 34.60
1.618 31.63
1.000 29.79
0.618 28.66
HIGH 26.82
0.618 25.69
0.500 25.34
0.382 24.98
LOW 23.85
0.618 22.01
1.000 20.88
1.618 19.04
2.618 16.07
4.250 11.23
Fisher Pivots for day following 18-Mar-2022
Pivot 1 day 3 day
R1 25.34 26.83
PP 24.85 25.84
S1 24.36 24.86

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

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