CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 26.36 25.14 -1.22 -4.6% 31.03
High 26.82 25.36 -1.46 -5.4% 33.83
Low 23.85 22.99 -0.86 -3.6% 23.85
Close 23.87 23.53 -0.34 -1.4% 23.87
Range 2.97 2.37 -0.60 -20.2% 9.98
ATR 3.84 3.74 -0.11 -2.7% 0.00
Volume
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 31.07 29.67 24.83
R3 28.70 27.30 24.18
R2 26.33 26.33 23.96
R1 24.93 24.93 23.75 24.45
PP 23.96 23.96 23.96 23.72
S1 22.56 22.56 23.31 22.08
S2 21.59 21.59 23.10
S3 19.22 20.19 22.88
S4 16.85 17.82 22.23
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 22.99 10.84 46.1% 3.07 13.0% 5% False True
10 37.52 22.99 14.53 61.8% 3.19 13.6% 4% False True
20 37.79 22.99 14.80 62.9% 3.89 16.5% 4% False True
40 38.93 19.93 19.00 80.7% 4.11 17.5% 19% False False
60 38.93 16.34 22.59 96.0% 3.51 14.9% 32% False False
80 38.93 16.34 22.59 96.0% 3.64 15.5% 32% False False
100 38.93 14.73 24.20 102.8% 3.22 13.7% 36% False False
120 38.93 14.73 24.20 102.8% 3.01 12.8% 36% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.43
2.618 31.56
1.618 29.19
1.000 27.73
0.618 26.82
HIGH 25.36
0.618 24.45
0.500 24.18
0.382 23.90
LOW 22.99
0.618 21.53
1.000 20.62
1.618 19.16
2.618 16.79
4.250 12.92
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 24.18 25.23
PP 23.96 24.66
S1 23.75 24.10

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

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