CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-May-2022
Day Change Summary
Previous Current
13-May-2022 16-May-2022 Change Change % Previous Week
Open 31.09 30.01 -1.08 -3.5% 31.90
High 31.20 30.23 -0.97 -3.1% 35.48
Low 28.78 27.36 -1.42 -4.9% 28.78
Close 28.87 27.47 -1.40 -4.8% 28.87
Range 2.42 2.87 0.45 18.6% 6.70
ATR 3.93 3.85 -0.08 -1.9% 0.00
Volume
Daily Pivots for day following 16-May-2022
Classic Woodie Camarilla DeMark
R4 36.96 35.09 29.05
R3 34.09 32.22 28.26
R2 31.22 31.22 28.00
R1 29.35 29.35 27.73 28.85
PP 28.35 28.35 28.35 28.11
S1 26.48 26.48 27.21 25.98
S2 25.48 25.48 26.94
S3 22.61 23.61 26.68
S4 19.74 20.74 25.89
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 51.14 46.71 32.56
R3 44.44 40.01 30.71
R2 37.74 37.74 30.10
R1 33.31 33.31 29.48 32.18
PP 31.04 31.04 31.04 30.48
S1 26.61 26.61 28.26 25.48
S2 24.34 24.34 27.64
S3 17.64 19.91 27.03
S4 10.94 13.21 25.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.84 27.36 7.48 27.2% 2.92 10.6% 1% False True
10 35.48 24.95 10.53 38.3% 3.94 14.3% 24% False False
20 36.64 19.75 16.89 61.5% 4.09 14.9% 46% False False
40 36.64 18.45 18.19 66.2% 3.20 11.6% 50% False False
60 37.79 18.45 19.34 70.4% 3.44 12.5% 47% False False
80 38.93 18.45 20.48 74.6% 3.68 13.4% 44% False False
100 38.93 16.34 22.59 82.2% 3.39 12.3% 49% False False
120 38.93 16.34 22.59 82.2% 3.49 12.7% 49% 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 0.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.43
2.618 37.74
1.618 34.87
1.000 33.10
0.618 32.00
HIGH 30.23
0.618 29.13
0.500 28.80
0.382 28.46
LOW 27.36
0.618 25.59
1.000 24.49
1.618 22.72
2.618 19.85
4.250 15.16
Fisher Pivots for day following 16-May-2022
Pivot 1 day 3 day
R1 28.80 31.06
PP 28.35 29.86
S1 27.91 28.67

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

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