CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Aug-2022
Day Change Summary
Previous Current
18-Aug-2022 19-Aug-2022 Change Change % Previous Week
Open 20.51 20.16 -0.35 -1.7% 20.74
High 20.61 21.27 0.66 3.2% 21.27
Low 19.43 20.08 0.65 3.3% 19.41
Close 19.56 20.60 1.04 5.3% 20.60
Range 1.18 1.19 0.01 0.8% 1.86
ATR 1.63 1.64 0.01 0.3% 0.00
Volume
Daily Pivots for day following 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 24.22 23.60 21.25
R3 23.03 22.41 20.93
R2 21.84 21.84 20.82
R1 21.22 21.22 20.71 21.53
PP 20.65 20.65 20.65 20.81
S1 20.03 20.03 20.49 20.34
S2 19.46 19.46 20.38
S3 18.27 18.84 20.27
S4 17.08 17.65 19.95
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 26.01 25.16 21.62
R3 24.15 23.30 21.11
R2 22.29 22.29 20.94
R1 21.44 21.44 20.77 20.94
PP 20.43 20.43 20.43 20.17
S1 19.58 19.58 20.43 19.08
S2 18.57 18.57 20.26
S3 16.71 17.72 20.09
S4 14.85 15.86 19.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.27 19.41 1.86 9.0% 1.17 5.7% 64% True False
10 22.34 19.12 3.22 15.6% 1.30 6.3% 46% False False
20 25.31 19.12 6.19 30.0% 1.39 6.8% 24% False False
40 30.22 19.12 11.10 53.9% 1.65 8.0% 13% False False
60 35.00 19.12 15.88 77.1% 1.88 9.1% 9% False False
80 36.64 19.12 17.52 85.0% 2.37 11.5% 8% False False
100 36.64 18.45 18.19 88.3% 2.48 12.0% 12% False False
120 37.52 18.45 19.07 92.6% 2.59 12.5% 11% 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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.33
2.618 24.39
1.618 23.20
1.000 22.46
0.618 22.01
HIGH 21.27
0.618 20.82
0.500 20.68
0.382 20.53
LOW 20.08
0.618 19.34
1.000 18.89
1.618 18.15
2.618 16.96
4.250 15.02
Fisher Pivots for day following 19-Aug-2022
Pivot 1 day 3 day
R1 20.68 20.51
PP 20.65 20.43
S1 20.63 20.34

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

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