CBOE Volatility Index

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	20.23	19.74	-0.49	-2.4%	21.74
High	20.39	20.63	0.24	1.2%	22.34
Low	19.50	19.41	-0.09	-0.5%	19.12
Close	19.69	19.90	0.21	1.1%	19.53
Range	0.89	1.22	0.33	37.1%	3.22
ATR	1.70	1.67	-0.03	-2.0%	0.00
Volume

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	23.64	22.99	20.57
R3	22.42	21.77	20.24
R2	21.20	21.20	20.12
R1	20.55	20.55	20.01	20.88
PP	19.98	19.98	19.98	20.14
S1	19.33	19.33	19.79	19.66
S2	18.76	18.76	19.68
S3	17.54	18.11	19.56
S4	16.32	16.89	19.23

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	21.16	19.12	2.04	10.3%	1.17	5.9%	38%	False	False
10	22.66	19.12	3.54	17.8%	1.37	6.9%	22%	False	False
20	25.31	19.12	6.19	31.1%	1.43	7.2%	13%	False	False
40	31.57	19.12	12.45	62.6%	1.69	8.5%	6%	False	False
60	35.00	19.12	15.88	79.8%	1.91	9.6%	5%	False	False
80	36.64	19.12	17.52	88.0%	2.49	12.5%	4%	False	False
100	36.64	18.45	18.19	91.4%	2.51	12.6%	8%	False	False
120	37.52	18.45	19.07	95.8%	2.65	13.3%	8%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	25.82
2.618	23.82
1.618	22.60
1.000	21.85
0.618	21.38
HIGH	20.63
0.618	20.16
0.500	20.02
0.382	19.88
LOW	19.41
0.618	18.66
1.000	18.19
1.618	17.44
2.618	16.22
4.250	14.23

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	20.02	20.29
PP	19.98	20.16
S1	19.94	20.03

Download as Excel Spreadsheet

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

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