CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 24.91 25.37 0.46 1.8% 27.47
High 25.96 25.81 -0.15 -0.6% 28.35
Low 24.76 24.82 0.06 0.2% 24.33
Close 24.79 25.07 0.28 1.1% 24.79
Range 1.20 0.99 -0.21 -17.5% 4.02
ATR 2.99 2.85 -0.14 -4.7% 0.00
Volume
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 28.20 27.63 25.61
R3 27.21 26.64 25.34
R2 26.22 26.22 25.25
R1 25.65 25.65 25.16 25.44
PP 25.23 25.23 25.23 25.13
S1 24.66 24.66 24.98 24.45
S2 24.24 24.24 24.89
S3 23.25 23.67 24.80
S4 22.26 22.68 24.53
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 37.88 35.36 27.00
R3 33.86 31.34 25.90
R2 29.84 29.84 25.53
R1 27.32 27.32 25.16 26.57
PP 25.82 25.82 25.82 25.45
S1 23.30 23.30 24.42 22.55
S2 21.80 21.80 24.05
S3 17.78 19.28 23.68
S4 13.76 15.26 22.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.35 24.33 4.02 16.0% 1.82 7.3% 18% False False
10 31.07 24.33 6.74 26.9% 1.86 7.4% 11% False False
20 35.48 24.33 11.15 44.5% 2.63 10.5% 7% False False
40 36.64 19.75 16.89 67.4% 3.28 13.1% 31% False False
60 36.64 18.45 18.19 72.6% 3.01 12.0% 36% False False
80 37.79 18.45 19.34 77.1% 3.33 13.3% 34% False False
100 38.93 17.36 21.57 86.0% 3.45 13.7% 36% False False
120 38.93 16.34 22.59 90.1% 3.28 13.1% 39% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 30.02
2.618 28.40
1.618 27.41
1.000 26.80
0.618 26.42
HIGH 25.81
0.618 25.43
0.500 25.32
0.382 25.20
LOW 24.82
0.618 24.21
1.000 23.83
1.618 23.22
2.618 22.23
4.250 20.61
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 25.32 25.42
PP 25.23 25.30
S1 25.15 25.19

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

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