CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Jun-2022
Day Change Summary
Previous Current
13-Jun-2022 14-Jun-2022 Change Change % Previous Week
Open 31.37 33.01 1.64 5.2% 25.37
High 35.00 34.00 -1.00 -2.9% 29.63
Low 31.29 32.07 0.78 2.5% 23.74
Close 34.02 32.69 -1.33 -3.9% 27.75
Range 3.71 1.93 -1.78 -48.0% 5.89
ATR 3.05 2.97 -0.08 -2.6% 0.00
Volume
Daily Pivots for day following 14-Jun-2022
Classic Woodie Camarilla DeMark
R4 38.71 37.63 33.75
R3 36.78 35.70 33.22
R2 34.85 34.85 33.04
R1 33.77 33.77 32.87 33.35
PP 32.92 32.92 32.92 32.71
S1 31.84 31.84 32.51 31.42
S2 30.99 30.99 32.34
S3 29.06 29.91 32.16
S4 27.13 27.98 31.63
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 35.00 23.74 11.26 34.4% 2.54 7.8% 79% False False
10 35.00 23.74 11.26 34.4% 2.18 6.7% 79% False False
20 35.00 23.74 11.26 34.4% 2.47 7.6% 79% False False
40 36.64 19.75 16.89 51.7% 3.28 10.0% 77% False False
60 36.64 18.45 18.19 55.6% 2.96 9.0% 78% False False
80 37.79 18.45 19.34 59.2% 3.20 9.8% 74% False False
100 38.93 18.45 20.48 62.6% 3.44 10.5% 70% False False
120 38.93 16.34 22.59 69.1% 3.24 9.9% 72% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 42.20
2.618 39.05
1.618 37.12
1.000 35.93
0.618 35.19
HIGH 34.00
0.618 33.26
0.500 33.04
0.382 32.81
LOW 32.07
0.618 30.88
1.000 30.14
1.618 28.95
2.618 27.02
4.250 23.87
Fisher Pivots for day following 14-Jun-2022
Pivot 1 day 3 day
R1 33.04 31.97
PP 32.92 31.25
S1 32.81 30.53

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

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