CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Apr-2022
Day Change Summary
Previous Current
27-Apr-2022 28-Apr-2022 Change Change % Previous Week
Open 31.11 29.91 -1.20 -3.9% 24.52
High 32.77 32.00 -0.77 -2.3% 28.27
Low 29.82 28.00 -1.82 -6.1% 19.75
Close 31.60 29.99 -1.61 -5.1% 28.21
Range 2.95 4.00 1.05 35.6% 8.52
ATR 3.38 3.43 0.04 1.3% 0.00
Volume
Daily Pivots for day following 28-Apr-2022
Classic Woodie Camarilla DeMark
R4 42.00 39.99 32.19
R3 38.00 35.99 31.09
R2 34.00 34.00 30.72
R1 31.99 31.99 30.36 33.00
PP 30.00 30.00 30.00 30.50
S1 27.99 27.99 29.62 29.00
S2 26.00 26.00 29.26
S3 22.00 23.99 28.89
S4 18.00 19.99 27.79
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 33.81 22.62 11.19 37.3% 4.83 16.1% 66% False False
10 33.81 19.75 14.06 46.9% 3.62 12.1% 73% False False
20 33.81 18.45 15.36 51.2% 3.09 10.3% 75% False False
40 37.52 18.45 19.07 63.6% 2.93 9.8% 61% False False
60 37.79 18.45 19.34 64.5% 3.30 11.0% 60% False False
80 38.93 16.34 22.59 75.3% 3.45 11.5% 60% False False
100 38.93 16.34 22.59 75.3% 3.27 10.9% 60% False False
120 38.93 14.95 23.98 80.0% 3.23 10.8% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.00
2.618 42.47
1.618 38.47
1.000 36.00
0.618 34.47
HIGH 32.00
0.618 30.47
0.500 30.00
0.382 29.53
LOW 28.00
0.618 25.53
1.000 24.00
1.618 21.53
2.618 17.53
4.250 11.00
Fisher Pivots for day following 28-Apr-2022
Pivot 1 day 3 day
R1 30.00 30.44
PP 30.00 30.29
S1 29.99 30.14

Download as Excel Spreadsheet

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

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