CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Aug-2022
Day Change Summary
Previous Current
15-Aug-2022 16-Aug-2022 Change Change % Previous Week
Open 20.74 20.23 -0.51 -2.5% 21.74
High 21.16 20.39 -0.77 -3.6% 22.34
Low 19.81 19.50 -0.31 -1.6% 19.12
Close 19.95 19.69 -0.26 -1.3% 19.53
Range 1.35 0.89 -0.46 -34.1% 3.22
ATR 1.76 1.70 -0.06 -3.5% 0.00
Volume
Daily Pivots for day following 16-Aug-2022
Classic Woodie Camarilla DeMark
R4 22.53 22.00 20.18
R3 21.64 21.11 19.93
R2 20.75 20.75 19.85
R1 20.22 20.22 19.77 20.04
PP 19.86 19.86 19.86 19.77
S1 19.33 19.33 19.61 19.15
S2 18.97 18.97 19.53
S3 18.08 18.44 19.45
S4 17.19 17.55 19.20
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 29.99 27.98 21.30
R3 26.77 24.76 20.42
R2 23.55 23.55 20.12
R1 21.54 21.54 19.83 20.94
PP 20.33 20.33 20.33 20.03
S1 18.32 18.32 19.23 17.72
S2 17.11 17.11 18.94
S3 13.89 15.10 18.64
S4 10.67 11.88 17.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.34 19.12 3.22 16.4% 1.48 7.5% 18% False False
10 23.92 19.12 4.80 24.4% 1.47 7.5% 12% False False
20 25.31 19.12 6.19 31.4% 1.44 7.3% 9% False False
40 31.57 19.12 12.45 63.2% 1.69 8.6% 5% False False
60 35.00 19.12 15.88 80.7% 1.97 10.0% 4% False False
80 36.64 19.12 17.52 89.0% 2.54 12.9% 3% False False
100 36.64 18.45 18.19 92.4% 2.52 12.8% 7% False False
120 37.79 18.45 19.34 98.2% 2.71 13.8% 6% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 24.17
2.618 22.72
1.618 21.83
1.000 21.28
0.618 20.94
HIGH 20.39
0.618 20.05
0.500 19.95
0.382 19.84
LOW 19.50
0.618 18.95
1.000 18.61
1.618 18.06
2.618 17.17
4.250 15.72
Fisher Pivots for day following 16-Aug-2022
Pivot 1 day 3 day
R1 19.95 20.14
PP 19.86 19.99
S1 19.78 19.84

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

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