CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Jun-2022
Day Change Summary
Previous Current
14-Jun-2022 15-Jun-2022 Change Change % Previous Week
Open 33.01 32.39 -0.62 -1.9% 25.37
High 34.00 32.77 -1.23 -3.6% 29.63
Low 32.07 27.76 -4.31 -13.4% 23.74
Close 32.69 29.62 -3.07 -9.4% 27.75
Range 1.93 5.01 3.08 159.6% 5.89
ATR 2.97 3.12 0.15 4.9% 0.00
Volume
Daily Pivots for day following 15-Jun-2022
Classic Woodie Camarilla DeMark
R4 45.08 42.36 32.38
R3 40.07 37.35 31.00
R2 35.06 35.06 30.54
R1 32.34 32.34 30.08 31.20
PP 30.05 30.05 30.05 29.48
S1 27.33 27.33 29.16 26.19
S2 25.04 25.04 28.70
S3 20.03 22.32 28.24
S4 15.02 17.31 26.86
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 23.82 11.18 37.7% 3.33 11.2% 52% False False
10 35.00 23.74 11.26 38.0% 2.44 8.2% 52% False False
20 35.00 23.74 11.26 38.0% 2.64 8.9% 52% False False
40 36.64 19.75 16.89 57.0% 3.34 11.3% 58% False False
60 36.64 18.45 18.19 61.4% 3.00 10.1% 61% False False
80 37.79 18.45 19.34 65.3% 3.22 10.9% 58% False False
100 38.93 18.45 20.48 69.1% 3.44 11.6% 55% False False
120 38.93 16.34 22.59 76.3% 3.26 11.0% 59% 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 0.46
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 54.06
2.618 45.89
1.618 40.88
1.000 37.78
0.618 35.87
HIGH 32.77
0.618 30.86
0.500 30.27
0.382 29.67
LOW 27.76
0.618 24.66
1.000 22.75
1.618 19.65
2.618 14.64
4.250 6.47
Fisher Pivots for day following 15-Jun-2022
Pivot 1 day 3 day
R1 30.27 31.38
PP 30.05 30.79
S1 29.84 30.21

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

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