CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 21.87 22.14 0.27 1.2% 25.14
High 22.86 23.33 0.47 2.1% 25.36
Low 20.80 19.54 -1.26 -6.1% 20.80
Close 20.81 19.63 -1.18 -5.7% 20.81
Range 2.06 3.79 1.73 84.0% 4.56
ATR 3.24 3.28 0.04 1.2% 0.00
Volume
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 32.20 29.71 21.71
R3 28.41 25.92 20.67
R2 24.62 24.62 20.32
R1 22.13 22.13 19.98 21.48
PP 20.83 20.83 20.83 20.51
S1 18.34 18.34 19.28 17.69
S2 17.04 17.04 18.94
S3 13.25 14.55 18.59
S4 9.46 10.76 17.55
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 36.00 32.97 23.32
R3 31.44 28.41 22.06
R2 26.88 26.88 21.65
R1 23.85 23.85 21.23 23.09
PP 22.32 22.32 22.32 21.94
S1 19.29 19.29 20.39 18.53
S2 17.76 17.76 19.97
S3 13.20 14.73 19.56
S4 8.64 10.17 18.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.03 19.54 4.49 22.9% 2.17 11.1% 2% False True
10 33.83 19.54 14.29 72.8% 2.62 13.3% 1% False True
20 37.52 19.54 17.98 91.6% 3.13 16.0% 1% False True
40 37.79 19.54 18.25 93.0% 3.54 18.0% 0% False True
60 38.93 16.34 22.59 115.1% 3.58 18.3% 15% False False
80 38.93 16.34 22.59 115.1% 3.44 17.5% 15% False False
100 38.93 14.73 24.20 123.3% 3.26 16.6% 20% False False
120 38.93 14.73 24.20 123.3% 2.97 15.1% 20% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 39.44
2.618 33.25
1.618 29.46
1.000 27.12
0.618 25.67
HIGH 23.33
0.618 21.88
0.500 21.44
0.382 20.99
LOW 19.54
0.618 17.20
1.000 15.75
1.618 13.41
2.618 9.62
4.250 3.43
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 21.44 21.67
PP 20.83 20.99
S1 20.23 20.31

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

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