CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 25.37 25.54 0.17 0.7% 27.47
High 25.81 26.24 0.43 1.7% 28.35
Low 24.82 23.88 -0.94 -3.8% 24.33
Close 25.07 24.02 -1.05 -4.2% 24.79
Range 0.99 2.36 1.37 138.4% 4.02
ATR 2.85 2.81 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 31.79 30.27 25.32
R3 29.43 27.91 24.67
R2 27.07 27.07 24.45
R1 25.55 25.55 24.24 25.13
PP 24.71 24.71 24.71 24.51
S1 23.19 23.19 23.80 22.77
S2 22.35 22.35 23.59
S3 19.99 20.83 23.37
S4 17.63 18.47 22.72
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 27.73 23.88 3.85 16.0% 1.81 7.6% 4% False True
10 31.07 23.88 7.19 29.9% 1.89 7.9% 2% False True
20 34.84 23.88 10.96 45.6% 2.57 10.7% 1% False True
40 36.64 19.75 16.89 70.3% 3.29 13.7% 25% False False
60 36.64 18.45 18.19 75.7% 3.01 12.5% 31% False False
80 37.79 18.45 19.34 80.5% 3.30 13.8% 29% False False
100 38.93 17.45 21.48 89.4% 3.46 14.4% 31% False False
120 38.93 16.34 22.59 94.0% 3.28 13.6% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 36.27
2.618 32.42
1.618 30.06
1.000 28.60
0.618 27.70
HIGH 26.24
0.618 25.34
0.500 25.06
0.382 24.78
LOW 23.88
0.618 22.42
1.000 21.52
1.618 20.06
2.618 17.70
4.250 13.85
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 25.06 25.06
PP 24.71 24.71
S1 24.37 24.37

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

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