CBOE Volatility Index

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	20.16	22.41	2.25	11.2%	20.74
High	21.27	24.62	3.35	15.7%	21.27
Low	20.08	22.39	2.31	11.5%	19.41
Close	20.60	23.80	3.20	15.5%	20.60
Range	1.19	2.23	1.04	87.4%	1.86
ATR	1.64	1.81	0.17	10.4%	0.00
Volume

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	30.29	29.28	25.03
R3	28.06	27.05	24.41
R2	25.83	25.83	24.21
R1	24.82	24.82	24.00	25.33
PP	23.60	23.60	23.60	23.86
S1	22.59	22.59	23.60	23.10
S2	21.37	21.37	23.39
S3	19.14	20.36	23.19
S4	16.91	18.13	22.57

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	24.62	19.41	5.21	21.9%	1.34	5.6%	84%	True	False
10	24.62	19.12	5.50	23.1%	1.41	5.9%	85%	True	False
20	25.31	19.12	6.19	26.0%	1.43	6.0%	76%	False	False
40	30.22	19.12	11.10	46.6%	1.64	6.9%	42%	False	False
60	35.00	19.12	15.88	66.7%	1.89	7.9%	29%	False	False
80	36.64	19.12	17.52	73.6%	2.36	9.9%	27%	False	False
100	36.64	18.45	18.19	76.4%	2.49	10.5%	29%	False	False
120	37.52	18.45	19.07	80.1%	2.56	10.7%	28%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	34.10
2.618	30.46
1.618	28.23
1.000	26.85
0.618	26.00
HIGH	24.62
0.618	23.77
0.500	23.51
0.382	23.24
LOW	22.39
0.618	21.01
1.000	20.16
1.618	18.78
2.618	16.55
4.250	12.91

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	23.70	23.21
PP	23.60	22.62
S1	23.51	22.03

Download as Excel Spreadsheet

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

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