CBOE Volatility Index

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	24.37	24.29	-0.08	-0.3%	27.47
High	24.78	26.24	1.46	5.9%	28.35
Low	23.74	23.82	0.08	0.3%	24.33
Close	23.96	26.09	2.13	8.9%	24.79
Range	1.04	2.42	1.38	132.7%	4.02
ATR	2.68	2.67	-0.02	-0.7%	0.00
Volume

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	32.64	31.79	27.42
R3	30.22	29.37	26.76
R2	27.80	27.80	26.53
R1	26.95	26.95	26.31	27.38
PP	25.38	25.38	25.38	25.60
S1	24.53	24.53	25.87	24.96
S2	22.96	22.96	25.65
S3	20.54	22.11	25.42
S4	18.12	19.69	24.76

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	26.24	23.74	2.50	9.6%	1.60	6.1%	94%	True	False
10	28.46	23.74	4.72	18.1%	1.83	7.0%	50%	False	False
20	34.76	23.74	11.02	42.2%	2.43	9.3%	21%	False	False
40	36.64	19.75	16.89	64.7%	3.24	12.4%	38%	False	False
60	36.64	18.45	18.19	69.7%	2.95	11.3%	42%	False	False
80	37.79	18.45	19.34	74.1%	3.20	12.3%	40%	False	False
100	38.93	18.45	20.48	78.5%	3.43	13.1%	37%	False	False
120	38.93	16.34	22.59	86.6%	3.24	12.4%	43%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	36.53
2.618	32.58
1.618	30.16
1.000	28.66
0.618	27.74
HIGH	26.24
0.618	25.32
0.500	25.03
0.382	24.74
LOW	23.82
0.618	22.32
1.000	21.40
1.618	19.90
2.618	17.48
4.250	13.54

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	25.74	25.72
PP	25.38	25.36
S1	25.03	24.99

Download as Excel Spreadsheet

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

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