CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Jun-2022
Day Change Summary
Previous Current
21-Jun-2022 22-Jun-2022 Change Change % Previous Week
Open 30.63 31.45 0.82 2.7% 31.37
High 30.65 31.57 0.92 3.0% 35.00
Low 29.33 28.78 -0.55 -1.9% 27.76
Close 30.19 28.95 -1.24 -4.1% 32.06
Range 1.32 2.79 1.47 111.4% 7.24
ATR 3.20 3.17 -0.03 -0.9% 0.00
Volume
Daily Pivots for day following 22-Jun-2022
Classic Woodie Camarilla DeMark
R4 38.14 36.33 30.48
R3 35.35 33.54 29.72
R2 32.56 32.56 29.46
R1 30.75 30.75 29.21 30.26
PP 29.77 29.77 29.77 29.52
S1 27.96 27.96 28.69 27.47
S2 26.98 26.98 28.44
S3 24.19 25.17 28.18
S4 21.40 22.38 27.42
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 34.82 27.76 7.06 24.4% 3.28 11.3% 17% False False
10 35.00 23.74 11.26 38.9% 2.91 10.0% 46% False False
20 35.00 23.74 11.26 38.9% 2.40 8.3% 46% False False
40 36.64 23.74 12.90 44.6% 3.24 11.2% 40% False False
60 36.64 18.45 18.19 62.8% 3.07 10.6% 58% False False
80 37.52 18.45 19.07 65.9% 3.10 10.7% 55% False False
100 37.79 18.45 19.34 66.8% 3.28 11.3% 54% False False
120 38.93 16.34 22.59 78.0% 3.31 11.4% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.43
2.618 38.87
1.618 36.08
1.000 34.36
0.618 33.29
HIGH 31.57
0.618 30.50
0.500 30.18
0.382 29.85
LOW 28.78
0.618 27.06
1.000 25.99
1.618 24.27
2.618 21.48
4.250 16.92
Fisher Pivots for day following 22-Jun-2022
Pivot 1 day 3 day
R1 30.18 31.03
PP 29.77 30.33
S1 29.36 29.64

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

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