CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Jun-2022
Day Change Summary
Previous Current
09-Jun-2022 10-Jun-2022 Change Change % Previous Week
Open 24.29 26.26 1.97 8.1% 25.37
High 26.24 29.63 3.39 12.9% 29.63
Low 23.82 26.05 2.23 9.4% 23.74
Close 26.09 27.75 1.66 6.4% 27.75
Range 2.42 3.58 1.16 47.9% 5.89
ATR 2.67 2.73 0.07 2.5% 0.00
Volume
Daily Pivots for day following 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 38.55 36.73 29.72
R3 34.97 33.15 28.73
R2 31.39 31.39 28.41
R1 29.57 29.57 28.08 30.48
PP 27.81 27.81 27.81 28.27
S1 25.99 25.99 27.42 26.90
S2 24.23 24.23 27.09
S3 20.65 22.41 26.77
S4 17.07 18.83 25.78
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 44.71 42.12 30.99
R3 38.82 36.23 29.37
R2 32.93 32.93 28.83
R1 30.34 30.34 28.29 31.64
PP 27.04 27.04 27.04 27.69
S1 24.45 24.45 27.21 25.75
S2 21.15 21.15 26.67
S3 15.26 18.56 26.13
S4 9.37 12.67 24.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.63 23.74 5.89 21.2% 2.08 7.5% 68% True False
10 29.63 23.74 5.89 21.2% 2.05 7.4% 68% True False
20 33.11 23.74 9.37 33.8% 2.46 8.8% 43% False False
40 36.64 19.75 16.89 60.9% 3.25 11.7% 47% False False
60 36.64 18.45 18.19 65.5% 2.95 10.6% 51% False False
80 37.79 18.45 19.34 69.7% 3.21 11.6% 48% False False
100 38.93 18.45 20.48 73.8% 3.45 12.4% 45% False False
120 38.93 16.34 22.59 81.4% 3.24 11.7% 51% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 44.85
2.618 39.00
1.618 35.42
1.000 33.21
0.618 31.84
HIGH 29.63
0.618 28.26
0.500 27.84
0.382 27.42
LOW 26.05
0.618 23.84
1.000 22.47
1.618 20.26
2.618 16.68
4.250 10.84
Fisher Pivots for day following 10-Jun-2022
Pivot 1 day 3 day
R1 27.84 27.40
PP 27.81 27.04
S1 27.78 26.69

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

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