CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Apr-2022
Day Change Summary
Previous Current
22-Apr-2022 25-Apr-2022 Change Change % Previous Week
Open 22.71 30.04 7.33 32.3% 24.52
High 28.27 31.60 3.33 11.8% 28.27
Low 22.62 26.80 4.18 18.5% 19.75
Close 28.21 27.02 -1.19 -4.2% 28.21
Range 5.65 4.80 -0.85 -15.0% 8.52
ATR 2.96 3.09 0.13 4.4% 0.00
Volume
Daily Pivots for day following 25-Apr-2022
Classic Woodie Camarilla DeMark
R4 42.87 39.75 29.66
R3 38.07 34.95 28.34
R2 33.27 33.27 27.90
R1 30.15 30.15 27.46 29.31
PP 28.47 28.47 28.47 28.06
S1 25.35 25.35 26.58 24.51
S2 23.67 23.67 26.14
S3 18.87 20.55 25.70
S4 14.07 15.75 24.38
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 31.60 19.75 11.85 43.9% 3.61 13.4% 61% True False
10 31.60 19.75 11.85 43.9% 3.10 11.5% 61% True False
20 31.60 18.45 13.15 48.7% 2.74 10.1% 65% True False
40 37.52 18.45 19.07 70.6% 2.97 11.0% 45% False False
60 37.79 18.45 19.34 71.6% 3.30 12.2% 44% False False
80 38.93 16.34 22.59 83.6% 3.34 12.4% 47% False False
100 38.93 16.34 22.59 83.6% 3.37 12.5% 47% False False
120 38.93 14.73 24.20 89.6% 3.14 11.6% 51% 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 True
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.00
2.618 44.17
1.618 39.37
1.000 36.40
0.618 34.57
HIGH 31.60
0.618 29.77
0.500 29.20
0.382 28.63
LOW 26.80
0.618 23.83
1.000 22.00
1.618 19.03
2.618 14.23
4.250 6.40
Fisher Pivots for day following 25-Apr-2022
Pivot 1 day 3 day
R1 29.20 26.58
PP 28.47 26.14
S1 27.75 25.71

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

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