CBOE Volatility Index

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	22.41	24.08	1.67	7.5%	24.33
High	23.27	24.68	1.41	6.1%	25.31
Low	22.26	22.67	0.41	1.8%	21.21
Close	22.84	23.93	1.09	4.8%	21.33
Range	1.01	2.01	1.00	99.0%	4.10
ATR	1.95	1.95	0.00	0.2%	0.00
Volume

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	29.79	28.87	25.04
R3	27.78	26.86	24.48
R2	25.77	25.77	24.30
R1	24.85	24.85	24.11	24.31
PP	23.76	23.76	23.76	23.49
S1	22.84	22.84	23.75	22.30
S2	21.75	21.75	23.56
S3	19.74	20.83	23.38
S4	17.73	18.82	22.82

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	34.92	32.22	23.59
R3	30.82	28.12	22.46
R2	26.72	26.72	22.08
R1	24.02	24.02	21.71	23.32
PP	22.62	22.62	22.62	22.27
S1	19.92	19.92	20.95	19.22
S2	18.52	18.52	20.58
S3	14.42	15.82	20.20
S4	10.32	11.72	19.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.68	21.21	3.47	14.5%	1.34	5.6%	78%	True	False
10	25.31	21.21	4.10	17.1%	1.40	5.9%	66%	False	False
20	29.06	21.21	7.85	32.8%	1.61	6.7%	35%	False	False
40	35.00	21.21	13.79	57.6%	2.03	8.5%	20%	False	False
60	35.48	21.21	14.27	59.6%	2.31	9.6%	19%	False	False
80	36.64	19.75	16.89	70.6%	2.68	11.2%	25%	False	False
100	36.64	18.45	18.19	76.0%	2.65	11.1%	30%	False	False
120	37.79	18.45	19.34	80.8%	2.90	12.1%	28%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	33.22
2.618	29.94
1.618	27.93
1.000	26.69
0.618	25.92
HIGH	24.68
0.618	23.91
0.500	23.68
0.382	23.44
LOW	22.67
0.618	21.43
1.000	20.66
1.618	19.42
2.618	17.41
4.250	14.13

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	23.85	23.60
PP	23.76	23.27
S1	23.68	22.95

Download as Excel Spreadsheet

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

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