CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 30.35 32.84 2.49 8.2% 31.37
High 34.82 33.27 -1.55 -4.5% 35.00
Low 30.35 30.47 0.12 0.4% 27.76
Close 32.95 32.06 -0.89 -2.7% 32.06
Range 4.47 2.80 -1.67 -37.4% 7.24
ATR 3.27 3.24 -0.03 -1.0% 0.00
Volume
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 40.33 39.00 33.60
R3 37.53 36.20 32.83
R2 34.73 34.73 32.57
R1 33.40 33.40 32.32 32.67
PP 31.93 31.93 31.93 31.57
S1 30.60 30.60 31.80 29.87
S2 29.13 29.13 31.55
S3 26.33 27.80 31.29
S4 23.53 25.00 30.52
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 53.33 49.93 36.04
R3 46.09 42.69 34.05
R2 38.85 38.85 33.39
R1 35.45 35.45 32.72 37.15
PP 31.61 31.61 31.61 32.46
S1 28.21 28.21 31.40 29.91
S2 24.37 24.37 30.73
S3 17.13 20.97 30.07
S4 9.89 13.73 28.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.00 27.76 7.24 22.6% 3.58 11.2% 59% False False
10 35.00 23.74 11.26 35.1% 2.83 8.8% 74% False False
20 35.00 23.74 11.26 35.1% 2.54 7.9% 74% False False
40 36.64 22.62 14.02 43.7% 3.40 10.6% 67% False False
60 36.64 18.45 18.19 56.7% 3.08 9.6% 75% False False
80 37.79 18.45 19.34 60.3% 3.22 10.0% 70% False False
100 37.79 18.45 19.34 60.3% 3.34 10.4% 70% False False
120 38.93 16.34 22.59 70.5% 3.29 10.3% 70% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.17
2.618 40.60
1.618 37.80
1.000 36.07
0.618 35.00
HIGH 33.27
0.618 32.20
0.500 31.87
0.382 31.54
LOW 30.47
0.618 28.74
1.000 27.67
1.618 25.94
2.618 23.14
4.250 18.57
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 32.00 31.80
PP 31.93 31.55
S1 31.87 31.29

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

View Archives - Comment on this page... - Back to Index of Symbols