CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-May-2022
Day Change Summary
Previous Current
23-May-2022 24-May-2022 Change Change % Previous Week
Open 28.98 29.43 0.45 1.6% 30.01
High 30.39 31.07 0.68 2.2% 33.11
Low 28.29 29.04 0.75 2.7% 25.51
Close 28.48 29.45 0.97 3.4% 29.43
Range 2.10 2.03 -0.07 -3.3% 7.60
ATR 3.79 3.70 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 24-May-2022
Classic Woodie Camarilla DeMark
R4 35.94 34.73 30.57
R3 33.91 32.70 30.01
R2 31.88 31.88 29.82
R1 30.67 30.67 29.64 31.28
PP 29.85 29.85 29.85 30.16
S1 28.64 28.64 29.26 29.25
S2 27.82 27.82 29.08
S3 25.79 26.61 28.89
S4 23.76 24.58 28.33
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 52.15 48.39 33.61
R3 44.55 40.79 31.52
R2 36.95 36.95 30.82
R1 33.19 33.19 30.13 31.27
PP 29.35 29.35 29.35 28.39
S1 25.59 25.59 28.73 23.67
S2 21.75 21.75 28.04
S3 14.15 17.99 27.34
S4 6.55 10.39 25.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.11 26.21 6.90 23.4% 3.65 12.4% 47% False False
10 34.76 25.51 9.25 31.4% 3.19 10.8% 43% False False
20 36.64 24.95 11.69 39.7% 3.84 13.0% 38% False False
40 36.64 18.45 18.19 61.8% 3.36 11.4% 60% False False
60 37.52 18.45 19.07 64.8% 3.29 11.2% 58% False False
80 37.79 18.45 19.34 65.7% 3.45 11.7% 57% False False
100 38.93 16.34 22.59 76.7% 3.50 11.9% 58% False False
120 38.93 16.34 22.59 76.7% 3.42 11.6% 58% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 39.70
2.618 36.38
1.618 34.35
1.000 33.10
0.618 32.32
HIGH 31.07
0.618 30.29
0.500 30.06
0.382 29.82
LOW 29.04
0.618 27.79
1.000 27.01
1.618 25.76
2.618 23.73
4.250 20.41
Fisher Pivots for day following 24-May-2022
Pivot 1 day 3 day
R1 30.06 30.52
PP 29.85 30.16
S1 29.65 29.81

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

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