CBOE Volatility Index

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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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