CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 24.08 23.86 -0.22 -0.9% 24.33
High 24.68 23.92 -0.76 -3.1% 25.31
Low 22.67 21.68 -0.99 -4.4% 21.21
Close 23.93 21.95 -1.98 -8.3% 21.33
Range 2.01 2.24 0.23 11.4% 4.10
ATR 1.95 1.97 0.02 1.1% 0.00
Volume
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 29.24 27.83 23.18
R3 27.00 25.59 22.57
R2 24.76 24.76 22.36
R1 23.35 23.35 22.16 22.94
PP 22.52 22.52 22.52 22.31
S1 21.11 21.11 21.74 20.70
S2 20.28 20.28 21.54
S3 18.04 18.87 21.33
S4 15.80 16.63 20.72
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 15.8% 1.51 6.9% 21% False False
10 25.31 21.21 4.10 18.7% 1.49 6.8% 18% False False
20 29.06 21.21 7.85 35.8% 1.64 7.5% 9% False False
40 35.00 21.21 13.79 62.8% 2.06 9.4% 5% False False
60 35.48 21.21 14.27 65.0% 2.25 10.3% 5% False False
80 36.64 19.75 16.89 76.9% 2.67 12.2% 13% False False
100 36.64 18.45 18.19 82.9% 2.63 12.0% 19% False False
120 37.79 18.45 19.34 88.1% 2.91 13.3% 18% 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 0.27
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 33.44
2.618 29.78
1.618 27.54
1.000 26.16
0.618 25.30
HIGH 23.92
0.618 23.06
0.500 22.80
0.382 22.54
LOW 21.68
0.618 20.30
1.000 19.44
1.618 18.06
2.618 15.82
4.250 12.16
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 22.80 23.18
PP 22.52 22.77
S1 22.23 22.36

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

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