CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Jul-2022
Day Change Summary
Previous Current
27-Jul-2022 28-Jul-2022 Change Change % Previous Week
Open 24.27 23.33 -0.94 -3.9% 24.83
High 24.41 23.54 -0.87 -3.6% 25.91
Low 23.02 22.22 -0.80 -3.5% 22.41
Close 23.24 22.33 -0.91 -3.9% 23.03
Range 1.39 1.32 -0.07 -5.0% 3.50
ATR 2.06 2.01 -0.05 -2.6% 0.00
Volume
Daily Pivots for day following 28-Jul-2022
Classic Woodie Camarilla DeMark
R4 26.66 25.81 23.06
R3 25.34 24.49 22.69
R2 24.02 24.02 22.57
R1 23.17 23.17 22.45 22.94
PP 22.70 22.70 22.70 22.58
S1 21.85 21.85 22.21 21.62
S2 21.38 21.38 22.09
S3 20.06 20.53 21.97
S4 18.74 19.21 21.60
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 34.28 32.16 24.96
R3 30.78 28.66 23.99
R2 27.28 27.28 23.67
R1 25.16 25.16 23.35 24.47
PP 23.78 23.78 23.78 23.44
S1 21.66 21.66 22.71 20.97
S2 20.28 20.28 22.39
S3 16.78 18.16 22.07
S4 13.28 14.66 21.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.31 22.22 3.09 13.8% 1.40 6.3% 4% False True
10 26.72 22.22 4.50 20.2% 1.53 6.9% 2% False True
20 30.22 22.22 8.00 35.8% 1.78 8.0% 1% False True
40 35.00 22.22 12.78 57.2% 2.08 9.3% 1% False True
60 35.48 22.22 13.26 59.4% 2.50 11.2% 1% False True
80 36.64 18.45 18.19 81.5% 2.74 12.3% 21% False False
100 37.52 18.45 19.07 85.4% 2.72 12.2% 20% False False
120 37.79 18.45 19.34 86.6% 2.94 13.2% 20% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 29.15
2.618 27.00
1.618 25.68
1.000 24.86
0.618 24.36
HIGH 23.54
0.618 23.04
0.500 22.88
0.382 22.72
LOW 22.22
0.618 21.40
1.000 20.90
1.618 20.08
2.618 18.76
4.250 16.61
Fisher Pivots for day following 28-Jul-2022
Pivot 1 day 3 day
R1 22.88 23.77
PP 22.70 23.29
S1 22.51 22.81

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

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