CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jul-2022
Day Change Summary
Previous Current
05-Jul-2022 06-Jul-2022 Change Change % Previous Week
Open 27.37 27.84 0.47 1.7% 28.30
High 29.80 28.07 -1.73 -5.8% 30.22
Low 27.30 26.43 -0.87 -3.2% 26.48
Close 27.54 26.73 -0.81 -2.9% 27.96
Range 2.50 1.64 -0.86 -34.4% 3.74
ATR 2.71 2.64 -0.08 -2.8% 0.00
Volume
Daily Pivots for day following 06-Jul-2022
Classic Woodie Camarilla DeMark
R4 32.00 31.00 27.63
R3 30.36 29.36 27.18
R2 28.72 28.72 27.03
R1 27.72 27.72 26.88 27.40
PP 27.08 27.08 27.08 26.92
S1 26.08 26.08 26.58 25.76
S2 25.44 25.44 26.43
S3 23.80 24.44 26.28
S4 22.16 22.80 25.83
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 39.44 37.44 30.02
R3 35.70 33.70 28.99
R2 31.96 31.96 28.65
R1 29.96 29.96 28.30 29.09
PP 28.22 28.22 28.22 27.79
S1 26.22 26.22 27.62 25.35
S2 24.48 24.48 27.27
S3 20.74 22.48 26.93
S4 17.00 18.74 25.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.22 26.43 3.79 14.2% 2.09 7.8% 8% False True
10 31.57 26.43 5.14 19.2% 2.11 7.9% 6% False True
20 35.00 23.74 11.26 42.1% 2.49 9.3% 27% False False
40 35.48 23.74 11.74 43.9% 2.56 9.6% 25% False False
60 36.64 19.75 16.89 63.2% 3.02 11.3% 41% False False
80 36.64 18.45 18.19 68.1% 2.88 10.8% 46% False False
100 37.79 18.45 19.34 72.4% 3.16 11.8% 43% False False
120 38.93 17.36 21.57 80.7% 3.29 12.3% 43% False False
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 35.04
2.618 32.36
1.618 30.72
1.000 29.71
0.618 29.08
HIGH 28.07
0.618 27.44
0.500 27.25
0.382 27.06
LOW 26.43
0.618 25.42
1.000 24.79
1.618 23.78
2.618 22.14
4.250 19.46
Fisher Pivots for day following 06-Jul-2022
Pivot 1 day 3 day
R1 27.25 28.12
PP 27.08 27.65
S1 26.90 27.19

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

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