CBOE Volatility Index

Trading Metrics calculated at close of trading on 01-Apr-2022

Day Change Summary
	Previous	Current
	31-Mar-2022	01-Apr-2022	Change	Change %	Previous Week
Open	19.68	20.62	0.94	4.8%	22.14
High	21.48	20.86	-0.62	-2.9%	23.33
Low	19.54	19.41	-0.13	-0.7%	18.67
Close	20.56	19.63	-0.93	-4.5%	19.63
Range	1.94	1.45	-0.49	-25.3%	4.66
ATR	2.96	2.86	-0.11	-3.6%	0.00
Volume

Daily Pivots for day following 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	24.32	23.42	20.43
R3	22.87	21.97	20.03
R2	21.42	21.42	19.90
R1	20.52	20.52	19.76	20.25
PP	19.97	19.97	19.97	19.83
S1	19.07	19.07	19.50	18.80
S2	18.52	18.52	19.36
S3	17.07	17.62	19.23
S4	15.62	16.17	18.83

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	34.52	31.74	22.19
R3	29.86	27.08	20.91
R2	25.20	25.20	20.48
R1	22.42	22.42	20.06	21.48
PP	20.54	20.54	20.54	20.08
S1	17.76	17.76	19.20	16.82
S2	15.88	15.88	18.78
S3	11.22	13.10	18.35
S4	6.56	8.44	17.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	23.33	18.67	4.66	23.7%	2.01	10.2%	21%	False	False
10	25.36	18.67	6.69	34.1%	1.95	9.9%	14%	False	False
20	37.52	18.67	18.85	96.0%	2.65	13.5%	5%	False	False
40	37.79	18.67	19.12	97.4%	3.36	17.1%	5%	False	False
60	38.93	17.36	21.57	109.9%	3.55	18.1%	11%	False	False
80	38.93	16.34	22.59	115.1%	3.27	16.7%	15%	False	False
100	38.93	16.03	22.90	116.7%	3.26	16.6%	16%	False	False
120	38.93	14.73	24.20	123.3%	2.95	15.0%	20%	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	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	27.02
2.618	24.66
1.618	23.21
1.000	22.31
0.618	21.76
HIGH	20.86
0.618	20.31
0.500	20.14
0.382	19.96
LOW	19.41
0.618	18.51
1.000	17.96
1.618	17.06
2.618	15.61
4.250	13.25

Fisher Pivots for day following 01-Apr-2022
Pivot	1 day	3 day
R1	20.14	20.10
PP	19.97	19.94
S1	19.80	19.79

Download as Excel Spreadsheet

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

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