CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-May-2022
Day Change Summary
Previous Current
18-May-2022 19-May-2022 Change Change % Previous Week
Open 26.74 31.24 4.50 16.8% 31.90
High 31.49 33.11 1.62 5.1% 35.48
Low 26.21 29.06 2.85 10.9% 28.78
Close 30.96 29.35 -1.61 -5.2% 28.87
Range 5.28 4.05 -1.23 -23.3% 6.70
ATR 3.84 3.85 0.02 0.4% 0.00
Volume
Daily Pivots for day following 19-May-2022
Classic Woodie Camarilla DeMark
R4 42.66 40.05 31.58
R3 38.61 36.00 30.46
R2 34.56 34.56 30.09
R1 31.95 31.95 29.72 31.23
PP 30.51 30.51 30.51 30.15
S1 27.90 27.90 28.98 27.18
S2 26.46 26.46 28.61
S3 22.41 23.85 28.24
S4 18.36 19.80 27.12
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 33.11 25.51 7.60 25.9% 3.26 11.1% 51% True False
10 35.48 25.51 9.97 34.0% 3.47 11.8% 39% False False
20 36.64 22.62 14.02 47.8% 4.26 14.5% 48% False False
40 36.64 18.45 18.19 62.0% 3.34 11.4% 60% False False
60 37.79 18.45 19.34 65.9% 3.45 11.7% 56% False False
80 37.79 18.45 19.34 65.9% 3.54 12.1% 56% False False
100 38.93 16.34 22.59 77.0% 3.44 11.7% 58% False False
120 38.93 16.34 22.59 77.0% 3.50 11.9% 58% 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 0.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.32
2.618 43.71
1.618 39.66
1.000 37.16
0.618 35.61
HIGH 33.11
0.618 31.56
0.500 31.09
0.382 30.61
LOW 29.06
0.618 26.56
1.000 25.01
1.618 22.51
2.618 18.46
4.250 11.85
Fisher Pivots for day following 19-May-2022
Pivot 1 day 3 day
R1 31.09 29.34
PP 30.51 29.32
S1 29.93 29.31

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

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