CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Apr-2022
Day Change Summary
Previous Current
05-Apr-2022 06-Apr-2022 Change Change % Previous Week
Open 18.79 21.27 2.48 13.2% 22.14
High 21.57 24.78 3.21 14.9% 23.33
Low 18.55 21.24 2.69 14.5% 18.67
Close 21.03 22.10 1.07 5.1% 19.63
Range 3.02 3.54 0.52 17.2% 4.66
ATR 2.83 2.90 0.07 2.3% 0.00
Volume
Daily Pivots for day following 06-Apr-2022
Classic Woodie Camarilla DeMark
R4 33.33 31.25 24.05
R3 29.79 27.71 23.07
R2 26.25 26.25 22.75
R1 24.17 24.17 22.42 25.21
PP 22.71 22.71 22.71 23.23
S1 20.63 20.63 21.78 21.67
S2 19.17 19.17 21.45
S3 15.63 17.09 21.13
S4 12.09 13.55 20.15
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 24.78 18.45 6.33 28.6% 2.46 11.1% 58% True False
10 24.78 18.45 6.33 28.6% 2.33 10.5% 58% True False
20 34.03 18.45 15.58 70.5% 2.52 11.4% 23% False False
40 37.79 18.45 19.34 87.5% 3.35 15.2% 19% False False
60 38.93 17.36 21.57 97.6% 3.56 16.1% 22% False False
80 38.93 16.34 22.59 102.2% 3.28 14.8% 25% False False
100 38.93 16.03 22.90 103.6% 3.29 14.9% 27% False False
120 38.93 14.73 24.20 109.5% 2.98 13.5% 30% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 39.83
2.618 34.05
1.618 30.51
1.000 28.32
0.618 26.97
HIGH 24.78
0.618 23.43
0.500 23.01
0.382 22.59
LOW 21.24
0.618 19.05
1.000 17.70
1.618 15.51
2.618 11.97
4.250 6.20
Fisher Pivots for day following 06-Apr-2022
Pivot 1 day 3 day
R1 23.01 21.94
PP 22.71 21.78
S1 22.40 21.62

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

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