CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Apr-2022

Day Change Summary
	Previous	Current
	11-Apr-2022	12-Apr-2022	Change	Change %	Previous Week
Open	23.09	24.94	1.85	8.0%	20.75
High	24.42	25.38	0.96	3.9%	24.78
Low	22.09	22.27	0.18	0.8%	18.45
Close	24.37	24.26	-0.11	-0.5%	21.16
Range	2.33	3.11	0.78	33.5%	6.33
ATR	2.86	2.87	0.02	0.6%	0.00
Volume

Daily Pivots for day following 12-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	33.30	31.89	25.97
R3	30.19	28.78	25.12
R2	27.08	27.08	24.83
R1	25.67	25.67	24.55	24.82
PP	23.97	23.97	23.97	23.55
S1	22.56	22.56	23.97	21.71
S2	20.86	20.86	23.69
S3	17.75	19.45	23.40
S4	14.64	16.34	22.55

Weekly Pivots for week ending 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	40.45	37.14	24.64
R3	34.12	30.81	22.90
R2	27.79	27.79	22.32
R1	24.48	24.48	21.74	26.14
PP	21.46	21.46	21.46	22.29
S1	18.15	18.15	20.58	19.81
S2	15.13	15.13	20.00
S3	8.80	11.82	19.42
S4	2.47	5.49	17.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	25.38	20.28	5.10	21.0%	2.75	11.3%	78%	True	False
10	25.38	18.45	6.93	28.6%	2.43	10.0%	84%	True	False
20	29.80	18.45	11.35	46.8%	2.36	9.7%	51%	False	False
40	37.79	18.45	19.34	79.7%	3.17	13.1%	30%	False	False
60	38.93	18.45	20.48	84.4%	3.56	14.7%	28%	False	False
80	38.93	16.34	22.59	93.1%	3.23	13.3%	35%	False	False
100	38.93	16.34	22.59	93.1%	3.35	13.8%	35%	False	False
120	38.93	14.73	24.20	99.8%	3.03	12.5%	39%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.46
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	38.60
2.618	33.52
1.618	30.41
1.000	28.49
0.618	27.30
HIGH	25.38
0.618	24.19
0.500	23.83
0.382	23.46
LOW	22.27
0.618	20.35
1.000	19.16
1.618	17.24
2.618	14.13
4.250	9.05

Fisher Pivots for day following 12-Apr-2022
Pivot	1 day	3 day
R1	24.12	23.78
PP	23.97	23.31
S1	23.83	22.83

Download as Excel Spreadsheet

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

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