CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 33.35 31.76 -1.59 -4.8% 30.04
High 36.64 32.82 -3.82 -10.4% 34.30
Low 31.74 29.06 -2.68 -8.4% 26.80
Close 32.34 29.25 -3.09 -9.6% 33.40
Range 4.90 3.76 -1.14 -23.3% 7.50
ATR 3.69 3.69 0.01 0.1% 0.00
Volume
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 41.66 39.21 31.32
R3 37.90 35.45 30.28
R2 34.14 34.14 29.94
R1 31.69 31.69 29.59 31.04
PP 30.38 30.38 30.38 30.05
S1 27.93 27.93 28.91 27.28
S2 26.62 26.62 28.56
S3 22.86 24.17 28.22
S4 19.10 20.41 27.18
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 36.64 28.00 8.64 29.5% 4.27 14.6% 14% False False
10 36.64 19.75 16.89 57.7% 4.36 14.9% 56% False False
20 36.64 18.55 18.09 61.8% 3.52 12.0% 59% False False
40 37.52 18.45 19.07 65.2% 3.05 10.4% 57% False False
60 37.79 18.45 19.34 66.1% 3.38 11.6% 56% False False
80 38.93 17.36 21.57 73.7% 3.55 12.1% 55% False False
100 38.93 16.34 22.59 77.2% 3.31 11.3% 57% False False
120 38.93 16.03 22.90 78.3% 3.31 11.3% 58% False False
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.89
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.80
2.618 42.66
1.618 38.90
1.000 36.58
0.618 35.14
HIGH 32.82
0.618 31.38
0.500 30.94
0.382 30.50
LOW 29.06
0.618 26.74
1.000 25.30
1.618 22.98
2.618 19.22
4.250 13.08
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 30.94 32.59
PP 30.38 31.48
S1 29.81 30.36

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

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