CBOE Volatility Index

Trading Metrics calculated at close of trading on 29-Mar-2022

Day Change Summary
	Previous	Current
	28-Mar-2022	29-Mar-2022	Change	Change %	Previous Week
Open	22.14	19.70	-2.44	-11.0%	25.14
High	23.33	19.73	-3.60	-15.4%	25.36
Low	19.54	18.67	-0.87	-4.5%	20.80
Close	19.63	18.90	-0.73	-3.7%	20.81
Range	3.79	1.06	-2.73	-72.0%	4.56
ATR	3.28	3.12	-0.16	-4.8%	0.00
Volume

Daily Pivots for day following 29-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	22.28	21.65	19.48
R3	21.22	20.59	19.19
R2	20.16	20.16	19.09
R1	19.53	19.53	19.00	19.32
PP	19.10	19.10	19.10	18.99
S1	18.47	18.47	18.80	18.26
S2	18.04	18.04	18.71
S3	16.98	17.41	18.61
S4	15.92	16.35	18.32

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	18.67	5.36	28.4%	2.12	11.2%	4%	False	True
10	29.80	18.67	11.13	58.9%	2.30	12.2%	2%	False	True
20	37.52	18.67	18.85	99.7%	2.90	15.3%	1%	False	True
40	37.79	18.67	19.12	101.2%	3.45	18.3%	1%	False	True
60	38.93	16.34	22.59	119.5%	3.58	18.9%	11%	False	False
80	38.93	16.34	22.59	119.5%	3.41	18.1%	11%	False	False
100	38.93	14.73	24.20	128.0%	3.25	17.2%	17%	False	False
120	38.93	14.73	24.20	128.0%	2.95	15.6%	17%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.52
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	24.24
2.618	22.51
1.618	21.45
1.000	20.79
0.618	20.39
HIGH	19.73
0.618	19.33
0.500	19.20
0.382	19.07
LOW	18.67
0.618	18.01
1.000	17.61
1.618	16.95
2.618	15.89
4.250	14.17

Fisher Pivots for day following 29-Mar-2022
Pivot	1 day	3 day
R1	19.20	21.00
PP	19.10	20.30
S1	19.00	19.60

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

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