CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	22.06	21.50	-0.56	-2.5%	22.41
High	22.66	22.58	-0.08	-0.4%	24.68
Low	21.44	20.76	-0.68	-3.2%	20.76
Close	21.44	21.15	-0.29	-1.4%	21.15
Range	1.22	1.82	0.60	49.2%	3.92
ATR	1.92	1.91	-0.01	-0.4%	0.00
Volume

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	26.96	25.87	22.15
R3	25.14	24.05	21.65
R2	23.32	23.32	21.48
R1	22.23	22.23	21.32	21.87
PP	21.50	21.50	21.50	21.31
S1	20.41	20.41	20.98	20.05
S2	19.68	19.68	20.82
S3	17.86	18.59	20.65
S4	16.04	16.77	20.15

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	33.96	31.47	23.31
R3	30.04	27.55	22.23
R2	26.12	26.12	21.87
R1	23.63	23.63	21.51	22.92
PP	22.20	22.20	22.20	21.84
S1	19.71	19.71	20.79	19.00
S2	18.28	18.28	20.43
S3	14.36	15.79	20.07
S4	10.44	11.87	18.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.68	20.76	3.92	18.5%	1.66	7.8%	10%	False	True
10	25.31	20.76	4.55	21.5%	1.48	7.0%	9%	False	True
20	29.06	20.76	8.30	39.2%	1.63	7.7%	5%	False	True
40	35.00	20.76	14.24	67.3%	2.05	9.7%	3%	False	True
60	35.00	20.76	14.24	67.3%	2.20	10.4%	3%	False	True
80	36.64	19.75	16.89	79.9%	2.65	12.6%	8%	False	False
100	36.64	18.45	18.19	86.0%	2.61	12.3%	15%	False	False
120	37.79	18.45	19.34	91.4%	2.83	13.4%	14%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	30.32
2.618	27.34
1.618	25.52
1.000	24.40
0.618	23.70
HIGH	22.58
0.618	21.88
0.500	21.67
0.382	21.46
LOW	20.76
0.618	19.64
1.000	18.94
1.618	17.82
2.618	16.00
4.250	13.03

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	21.67	22.34
PP	21.50	21.94
S1	21.32	21.55

Download as Excel Spreadsheet

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

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