CBOE Volatility Index

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	24.83	25.12	0.29	1.2%	26.42
High	25.91	25.41	-0.50	-1.9%	29.06
Low	24.38	24.25	-0.13	-0.5%	24.15
Close	25.30	24.50	-0.80	-3.2%	24.23
Range	1.53	1.16	-0.37	-24.2%	4.91
ATR	2.40	2.31	-0.09	-3.7%	0.00
Volume

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	28.20	27.51	25.14
R3	27.04	26.35	24.82
R2	25.88	25.88	24.71
R1	25.19	25.19	24.61	24.96
PP	24.72	24.72	24.72	24.60
S1	24.03	24.03	24.39	23.80
S2	23.56	23.56	24.29
S3	22.40	22.87	24.18
S4	21.24	21.71	23.86

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	40.54	37.30	26.93
R3	35.63	32.39	25.58
R2	30.72	30.72	25.13
R1	27.48	27.48	24.68	26.65
PP	25.81	25.81	25.81	25.40
S1	22.57	22.57	23.78	21.74
S2	20.90	20.90	23.33
S3	15.99	17.66	22.88
S4	11.08	12.75	21.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	29.06	24.15	4.91	20.0%	2.06	8.4%	7%	False	False
10	29.06	24.15	4.91	20.0%	1.81	7.4%	7%	False	False
20	31.57	24.15	7.42	30.3%	1.95	7.9%	5%	False	False
40	35.00	23.74	11.26	46.0%	2.24	9.1%	7%	False	False
60	36.64	22.62	14.02	57.2%	2.91	11.9%	13%	False	False
80	36.64	18.45	18.19	74.2%	2.79	11.4%	33%	False	False
100	37.79	18.45	19.34	78.9%	2.96	12.1%	31%	False	False
120	37.79	18.45	19.34	78.9%	3.11	12.7%	31%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	30.34
2.618	28.45
1.618	27.29
1.000	26.57
0.618	26.13
HIGH	25.41
0.618	24.97
0.500	24.83
0.382	24.69
LOW	24.25
0.618	23.53
1.000	23.09
1.618	22.37
2.618	21.21
4.250	19.32

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	24.83	25.44
PP	24.72	25.12
S1	24.61	24.81

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

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