CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-May-2022
Day Change Summary
Previous Current
05-May-2022 06-May-2022 Change Change % Previous Week
Open 25.97 32.23 6.26 24.1% 33.35
High 33.20 35.34 2.14 6.4% 36.64
Low 25.78 29.83 4.05 15.7% 24.95
Close 31.20 30.19 -1.01 -3.2% 30.19
Range 7.42 5.51 -1.91 -25.7% 11.69
ATR 4.04 4.14 0.11 2.6% 0.00
Volume
Daily Pivots for day following 06-May-2022
Classic Woodie Camarilla DeMark
R4 48.32 44.76 33.22
R3 42.81 39.25 31.71
R2 37.30 37.30 31.20
R1 33.74 33.74 30.70 32.77
PP 31.79 31.79 31.79 31.30
S1 28.23 28.23 29.68 27.26
S2 26.28 26.28 29.18
S3 20.77 22.72 28.67
S4 15.26 17.21 27.16
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 65.66 59.62 36.62
R3 53.97 47.93 33.40
R2 42.28 42.28 32.33
R1 36.24 36.24 31.26 33.42
PP 30.59 30.59 30.59 29.18
S1 24.55 24.55 29.12 21.73
S2 18.90 18.90 28.05
S3 7.21 12.86 26.98
S4 -4.48 1.17 23.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.64 24.95 11.69 38.7% 5.21 17.3% 45% False False
10 36.64 24.95 11.69 38.7% 5.03 16.7% 45% False False
20 36.64 19.75 16.89 55.9% 3.93 13.0% 62% False False
40 36.64 18.45 18.19 60.3% 3.20 10.6% 65% False False
60 37.79 18.45 19.34 64.1% 3.57 11.8% 61% False False
80 38.93 17.36 21.57 71.4% 3.65 12.1% 59% False False
100 38.93 16.34 22.59 74.8% 3.42 11.3% 61% False False
120 38.93 16.03 22.90 75.9% 3.41 11.3% 62% 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 False
Stretch 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.76
2.618 49.77
1.618 44.26
1.000 40.85
0.618 38.75
HIGH 35.34
0.618 33.24
0.500 32.59
0.382 31.93
LOW 29.83
0.618 26.42
1.000 24.32
1.618 20.91
2.618 15.40
4.250 6.41
Fisher Pivots for day following 06-May-2022
Pivot 1 day 3 day
R1 32.59 30.18
PP 31.79 30.16
S1 30.99 30.15

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

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