CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Apr-2022
Day Change Summary
Previous Current
21-Apr-2022 22-Apr-2022 Change Change % Previous Week
Open 20.24 22.71 2.47 12.2% 24.52
High 23.28 28.27 4.99 21.4% 28.27
Low 19.81 22.62 2.81 14.2% 19.75
Close 22.68 28.21 5.53 24.4% 28.21
Range 3.47 5.65 2.18 62.8% 8.52
ATR 2.76 2.96 0.21 7.5% 0.00
Volume
Daily Pivots for day following 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 43.32 41.41 31.32
R3 37.67 35.76 29.76
R2 32.02 32.02 29.25
R1 30.11 30.11 28.73 31.07
PP 26.37 26.37 26.37 26.84
S1 24.46 24.46 27.69 25.42
S2 20.72 20.72 27.17
S3 15.07 18.81 26.66
S4 9.42 13.16 25.10
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 50.97 48.11 32.90
R3 42.45 39.59 30.55
R2 33.93 33.93 29.77
R1 31.07 31.07 28.99 32.50
PP 25.41 25.41 25.41 26.13
S1 22.55 22.55 27.43 23.98
S2 16.89 16.89 26.65
S3 8.37 14.03 25.87
S4 -0.15 5.51 23.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.27 19.75 8.52 30.2% 3.17 11.3% 99% True False
10 28.27 19.75 8.52 30.2% 2.83 10.0% 99% True False
20 28.27 18.45 9.82 34.8% 2.60 9.2% 99% True False
40 37.52 18.45 19.07 67.6% 2.97 10.5% 51% False False
60 37.79 18.45 19.34 68.6% 3.30 11.7% 50% False False
80 38.93 16.34 22.59 80.1% 3.29 11.7% 53% False False
100 38.93 16.34 22.59 80.1% 3.37 11.9% 53% False False
120 38.93 14.73 24.20 85.8% 3.12 11.0% 56% 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 0.54
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 52.28
2.618 43.06
1.618 37.41
1.000 33.92
0.618 31.76
HIGH 28.27
0.618 26.11
0.500 25.45
0.382 24.78
LOW 22.62
0.618 19.13
1.000 16.97
1.618 13.48
2.618 7.83
4.250 -1.39
Fisher Pivots for day following 22-Apr-2022
Pivot 1 day 3 day
R1 27.29 26.81
PP 26.37 25.41
S1 25.45 24.01

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

View Archives - Comment on this page... - Back to Index of Symbols