CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Apr-2022

Day Change Summary
	Previous	Current
	04-Apr-2022	05-Apr-2022	Change	Change %	Previous Week
Open	20.75	18.79	-1.96	-9.4%	22.14
High	20.78	21.57	0.79	3.8%	23.33
Low	18.45	18.55	0.10	0.5%	18.67
Close	18.57	21.03	2.46	13.2%	19.63
Range	2.33	3.02	0.69	29.6%	4.66
ATR	2.82	2.83	0.01	0.5%	0.00
Volume

Daily Pivots for day following 05-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	29.44	28.26	22.69
R3	26.42	25.24	21.86
R2	23.40	23.40	21.58
R1	22.22	22.22	21.31	22.81
PP	20.38	20.38	20.38	20.68
S1	19.20	19.20	20.75	19.79
S2	17.36	17.36	20.48
S3	14.34	16.18	20.20
S4	11.32	13.16	19.37

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	21.57	18.45	3.12	14.8%	2.11	10.0%	83%	True	False
10	24.03	18.45	5.58	26.5%	2.11	10.0%	46%	False	False
20	34.12	18.45	15.67	74.5%	2.48	11.8%	16%	False	False
40	37.79	18.45	19.34	92.0%	3.31	15.8%	13%	False	False
60	38.93	17.36	21.57	102.6%	3.57	17.0%	17%	False	False
80	38.93	16.34	22.59	107.4%	3.27	15.5%	21%	False	False
100	38.93	16.03	22.90	108.9%	3.27	15.5%	22%	False	False
120	38.93	14.73	24.20	115.1%	2.96	14.1%	26%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	34.41
2.618	29.48
1.618	26.46
1.000	24.59
0.618	23.44
HIGH	21.57
0.618	20.42
0.500	20.06
0.382	19.70
LOW	18.55
0.618	16.68
1.000	15.53
1.618	13.66
2.618	10.64
4.250	5.72

Fisher Pivots for day following 05-Apr-2022
Pivot	1 day	3 day
R1	20.71	20.69
PP	20.38	20.35
S1	20.06	20.01

Download as Excel Spreadsheet

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

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