CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Apr-2022
Day Change Summary
Previous Current
28-Apr-2022 29-Apr-2022 Change Change % Previous Week
Open 29.91 28.97 -0.94 -3.1% 30.04
High 32.00 34.30 2.30 7.2% 34.30
Low 28.00 28.54 0.54 1.9% 26.80
Close 29.99 33.40 3.41 11.4% 33.40
Range 4.00 5.76 1.76 44.0% 7.50
ATR 3.43 3.59 0.17 4.9% 0.00
Volume
Daily Pivots for day following 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 49.36 47.14 36.57
R3 43.60 41.38 34.98
R2 37.84 37.84 34.46
R1 35.62 35.62 33.93 36.73
PP 32.08 32.08 32.08 32.64
S1 29.86 29.86 32.87 30.97
S2 26.32 26.32 32.34
S3 20.56 24.10 31.82
S4 14.80 18.34 30.23
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 54.00 51.20 37.53
R3 46.50 43.70 35.46
R2 39.00 39.00 34.78
R1 36.20 36.20 34.09 37.60
PP 31.50 31.50 31.50 32.20
S1 28.70 28.70 32.71 30.10
S2 24.00 24.00 32.03
S3 16.50 21.20 31.34
S4 9.00 13.70 29.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.30 26.80 7.50 22.5% 4.85 14.5% 88% True False
10 34.30 19.75 14.55 43.6% 4.01 12.0% 94% True False
20 34.30 18.45 15.85 47.5% 3.28 9.8% 94% True False
40 37.52 18.45 19.07 57.1% 3.01 9.0% 78% False False
60 37.79 18.45 19.34 57.9% 3.36 10.1% 77% False False
80 38.93 16.58 22.35 66.9% 3.51 10.5% 75% False False
100 38.93 16.34 22.59 67.6% 3.29 9.8% 76% False False
120 38.93 16.03 22.90 68.6% 3.26 9.8% 76% 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 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.78
2.618 49.38
1.618 43.62
1.000 40.06
0.618 37.86
HIGH 34.30
0.618 32.10
0.500 31.42
0.382 30.74
LOW 28.54
0.618 24.98
1.000 22.78
1.618 19.22
2.618 13.46
4.250 4.06
Fisher Pivots for day following 29-Apr-2022
Pivot 1 day 3 day
R1 32.74 32.65
PP 32.08 31.90
S1 31.42 31.15

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

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