CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 21.13 20.24 -0.89 -4.2% 23.09
High 21.32 23.28 1.96 9.2% 25.38
Low 19.75 19.81 0.06 0.3% 20.85
Close 20.32 22.68 2.36 11.6% 22.70
Range 1.57 3.47 1.90 121.0% 4.53
ATR 2.70 2.76 0.05 2.0% 0.00
Volume
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 32.33 30.98 24.59
R3 28.86 27.51 23.63
R2 25.39 25.39 23.32
R1 24.04 24.04 23.00 24.72
PP 21.92 21.92 21.92 22.26
S1 20.57 20.57 22.36 21.25
S2 18.45 18.45 22.04
S3 14.98 17.10 21.73
S4 11.51 13.63 20.77
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 24.60 19.75 4.85 21.4% 2.41 10.6% 60% False False
10 25.38 19.75 5.63 24.8% 2.54 11.2% 52% False False
20 25.38 18.45 6.93 30.6% 2.43 10.7% 61% False False
40 37.79 18.45 19.34 85.3% 3.04 13.4% 22% False False
60 37.79 18.45 19.34 85.3% 3.30 14.6% 22% False False
80 38.93 16.34 22.59 99.6% 3.24 14.3% 28% False False
100 38.93 16.34 22.59 99.6% 3.35 14.8% 28% False False
120 38.93 14.73 24.20 106.7% 3.09 13.6% 33% 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 0.61
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 38.03
2.618 32.36
1.618 28.89
1.000 26.75
0.618 25.42
HIGH 23.28
0.618 21.95
0.500 21.55
0.382 21.14
LOW 19.81
0.618 17.67
1.000 16.34
1.618 14.20
2.618 10.73
4.250 5.06
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 22.30 22.29
PP 21.92 21.90
S1 21.55 21.52

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

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