CBOE Volatility Index

Trading Metrics calculated at close of trading on 19-Apr-2022

Day Change Summary
	Previous	Current
	18-Apr-2022	19-Apr-2022	Change	Change %	Previous Week
Open	24.52	22.55	-1.97	-8.0%	23.09
High	24.60	22.92	-1.68	-6.8%	25.38
Low	21.98	20.36	-1.62	-7.4%	20.85
Close	22.17	21.37	-0.80	-3.6%	22.70
Range	2.62	2.56	-0.06	-2.3%	4.53
ATR	2.80	2.78	-0.02	-0.6%	0.00
Volume

Daily Pivots for day following 19-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	29.23	27.86	22.78
R3	26.67	25.30	22.07
R2	24.11	24.11	21.84
R1	22.74	22.74	21.60	22.15
PP	21.55	21.55	21.55	21.25
S1	20.18	20.18	21.14	19.59
S2	18.99	18.99	20.90
S3	16.43	17.62	20.67
S4	13.87	15.06	19.96

Weekly Pivots for week ending 15-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	36.57	34.16	25.19
R3	32.04	29.63	23.95
R2	27.51	27.51	23.53
R1	25.10	25.10	23.12	24.04
PP	22.98	22.98	22.98	22.45
S1	20.57	20.57	22.28	19.51
S2	18.45	18.45	21.87
S3	13.92	16.04	21.45
S4	9.39	11.51	20.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	25.38	20.36	5.02	23.5%	2.64	12.4%	20%	False	True
10	25.38	18.55	6.83	32.0%	2.69	12.6%	41%	False	False
20	25.38	18.45	6.93	32.4%	2.32	10.8%	42%	False	False
40	37.79	18.45	19.34	90.5%	3.10	14.5%	15%	False	False
60	38.93	18.45	20.48	95.8%	3.51	16.4%	14%	False	False
80	38.93	16.34	22.59	105.7%	3.21	15.0%	22%	False	False
100	38.93	16.34	22.59	105.7%	3.38	15.8%	22%	False	False
120	38.93	14.73	24.20	113.2%	3.07	14.3%	27%	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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	33.80
2.618	29.62
1.618	27.06
1.000	25.48
0.618	24.50
HIGH	22.92
0.618	21.94
0.500	21.64
0.382	21.34
LOW	20.36
0.618	18.78
1.000	17.80
1.618	16.22
2.618	13.66
4.250	9.48

Fisher Pivots for day following 19-Apr-2022
Pivot	1 day	3 day
R1	21.64	22.48
PP	21.55	22.11
S1	21.46	21.74

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

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