CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Aug-2022
Day Change Summary
Previous Current
05-Aug-2022 08-Aug-2022 Change Change % Previous Week
Open 21.50 21.74 0.24 1.1% 22.41
High 22.58 22.01 -0.57 -2.5% 24.68
Low 20.76 20.83 0.07 0.3% 20.76
Close 21.15 21.29 0.14 0.7% 21.15
Range 1.82 1.18 -0.64 -35.2% 3.92
ATR 1.91 1.86 -0.05 -2.7% 0.00
Volume
Daily Pivots for day following 08-Aug-2022
Classic Woodie Camarilla DeMark
R4 24.92 24.28 21.94
R3 23.74 23.10 21.61
R2 22.56 22.56 21.51
R1 21.92 21.92 21.40 21.65
PP 21.38 21.38 21.38 21.24
S1 20.74 20.74 21.18 20.47
S2 20.20 20.20 21.07
S3 19.02 19.56 20.97
S4 17.84 18.38 20.64
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 18.4% 1.69 8.0% 14% False False
10 25.31 20.76 4.55 21.4% 1.46 6.9% 12% False False
20 29.06 20.76 8.30 39.0% 1.64 7.7% 6% False False
40 35.00 20.76 14.24 66.9% 2.02 9.5% 4% False False
60 35.00 20.76 14.24 66.9% 2.16 10.1% 4% False False
80 36.64 19.75 16.89 79.3% 2.63 12.4% 9% False False
100 36.64 18.45 18.19 85.4% 2.58 12.1% 16% False False
120 37.79 18.45 19.34 90.8% 2.81 13.2% 15% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 27.03
2.618 25.10
1.618 23.92
1.000 23.19
0.618 22.74
HIGH 22.01
0.618 21.56
0.500 21.42
0.382 21.28
LOW 20.83
0.618 20.10
1.000 19.65
1.618 18.92
2.618 17.74
4.250 15.82
Fisher Pivots for day following 08-Aug-2022
Pivot 1 day 3 day
R1 21.42 21.71
PP 21.38 21.57
S1 21.33 21.43

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

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