CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Jun-2022
Day Change Summary
Previous Current
15-Jun-2022 16-Jun-2022 Change Change % Previous Week
Open 32.39 30.35 -2.04 -6.3% 25.37
High 32.77 34.82 2.05 6.3% 29.63
Low 27.76 30.35 2.59 9.3% 23.74
Close 29.62 32.95 3.33 11.2% 27.75
Range 5.01 4.47 -0.54 -10.8% 5.89
ATR 3.12 3.27 0.15 4.8% 0.00
Volume
Daily Pivots for day following 16-Jun-2022
Classic Woodie Camarilla DeMark
R4 46.12 44.00 35.41
R3 41.65 39.53 34.18
R2 37.18 37.18 33.77
R1 35.06 35.06 33.36 36.12
PP 32.71 32.71 32.71 33.24
S1 30.59 30.59 32.54 31.65
S2 28.24 28.24 32.13
S3 23.77 26.12 31.72
S4 19.30 21.65 30.49
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 26.05 8.95 27.2% 3.74 11.4% 77% False False
10 35.00 23.74 11.26 34.2% 2.67 8.1% 82% False False
20 35.00 23.74 11.26 34.2% 2.60 7.9% 82% False False
40 36.64 19.81 16.83 51.1% 3.41 10.4% 78% False False
60 36.64 18.45 18.19 55.2% 3.05 9.3% 80% False False
80 37.79 18.45 19.34 58.7% 3.23 9.8% 75% False False
100 37.79 18.45 19.34 58.7% 3.38 10.3% 75% False False
120 38.93 16.34 22.59 68.6% 3.28 10.0% 74% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.82
2.618 46.52
1.618 42.05
1.000 39.29
0.618 37.58
HIGH 34.82
0.618 33.11
0.500 32.59
0.382 32.06
LOW 30.35
0.618 27.59
1.000 25.88
1.618 23.12
2.618 18.65
4.250 11.35
Fisher Pivots for day following 16-Jun-2022
Pivot 1 day 3 day
R1 32.83 32.40
PP 32.71 31.84
S1 32.59 31.29

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

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