CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-May-2022
Day Change Summary
Previous Current
27-May-2022 31-May-2022 Change Change % Previous Week
Open 27.50 27.47 -0.03 -0.1% 28.98
High 27.54 28.35 0.81 2.9% 31.07
Low 25.57 25.94 0.37 1.4% 25.57
Close 26.16 26.19 0.03 0.1% 26.16
Range 1.97 2.41 0.44 22.3% 5.50
ATR 3.32 3.26 -0.07 -2.0% 0.00
Volume
Daily Pivots for day following 31-May-2022
Classic Woodie Camarilla DeMark
R4 34.06 32.53 27.52
R3 31.65 30.12 26.85
R2 29.24 29.24 26.63
R1 27.71 27.71 26.41 27.27
PP 26.83 26.83 26.83 26.61
S1 25.30 25.30 25.97 24.86
S2 24.42 24.42 25.75
S3 22.01 22.89 25.53
S4 19.60 20.48 24.86
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 44.10 40.63 29.19
R3 38.60 35.13 27.67
R2 33.10 33.10 27.17
R1 29.63 29.63 26.66 28.62
PP 27.60 27.60 27.60 27.09
S1 24.13 24.13 25.66 23.12
S2 22.10 22.10 25.15
S3 16.60 18.63 24.65
S4 11.10 13.13 23.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.07 25.57 5.50 21.0% 1.97 7.5% 11% False False
10 33.11 25.51 7.60 29.0% 2.77 10.6% 9% False False
20 35.48 24.95 10.53 40.2% 3.35 12.8% 12% False False
40 36.64 18.45 18.19 69.5% 3.40 13.0% 43% False False
60 37.52 18.45 19.07 72.8% 3.15 12.0% 41% False False
80 37.79 18.45 19.34 73.8% 3.38 12.9% 40% False False
100 38.93 17.36 21.57 82.4% 3.49 13.3% 41% False False
120 38.93 16.34 22.59 86.3% 3.31 12.7% 44% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 38.59
2.618 34.66
1.618 32.25
1.000 30.76
0.618 29.84
HIGH 28.35
0.618 27.43
0.500 27.15
0.382 26.86
LOW 25.94
0.618 24.45
1.000 23.53
1.618 22.04
2.618 19.63
4.250 15.70
Fisher Pivots for day following 31-May-2022
Pivot 1 day 3 day
R1 27.15 27.02
PP 26.83 26.74
S1 26.51 26.47

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

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