CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 22.28 19.84 -2.44 -11.0% 22.41
High 22.34 20.85 -1.49 -6.7% 24.68
Low 19.54 19.71 0.17 0.9% 20.76
Close 19.74 20.20 0.46 2.3% 21.15
Range 2.80 1.14 -1.66 -59.3% 3.92
ATR 1.87 1.81 -0.05 -2.8% 0.00
Volume
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 23.67 23.08 20.83
R3 22.53 21.94 20.51
R2 21.39 21.39 20.41
R1 20.80 20.80 20.30 21.10
PP 20.25 20.25 20.25 20.40
S1 19.66 19.66 20.10 19.96
S2 19.11 19.11 19.99
S3 17.97 18.52 19.89
S4 16.83 17.38 19.57
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 22.58 19.54 3.04 15.0% 1.55 7.7% 22% False False
10 24.68 19.54 5.14 25.4% 1.52 7.5% 13% False False
20 26.72 19.54 7.18 35.5% 1.53 7.6% 9% False False
40 34.82 19.54 15.28 75.6% 1.91 9.5% 4% False False
60 35.00 19.54 15.46 76.5% 2.10 10.4% 4% False False
80 36.64 19.54 17.10 84.7% 2.60 12.8% 4% False False
100 36.64 18.45 18.19 90.0% 2.54 12.6% 10% False False
120 37.79 18.45 19.34 95.7% 2.77 13.7% 9% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.70
2.618 23.83
1.618 22.69
1.000 21.99
0.618 21.55
HIGH 20.85
0.618 20.41
0.500 20.28
0.382 20.15
LOW 19.71
0.618 19.01
1.000 18.57
1.618 17.87
2.618 16.73
4.250 14.87
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 20.28 20.94
PP 20.25 20.69
S1 20.23 20.45

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

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