CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 25.75 25.86 0.11 0.4% 22.41
High 27.69 26.62 -1.07 -3.9% 25.90
Low 25.13 25.31 0.18 0.7% 21.67
Close 26.21 25.87 -0.34 -1.3% 25.56
Range 2.56 1.31 -1.25 -48.8% 4.23
ATR 1.99 1.95 -0.05 -2.5% 0.00
Volume
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 29.86 29.18 26.59
R3 28.55 27.87 26.23
R2 27.24 27.24 26.11
R1 26.56 26.56 25.99 26.90
PP 25.93 25.93 25.93 26.11
S1 25.25 25.25 25.75 25.59
S2 24.62 24.62 25.63
S3 23.31 23.94 25.51
S4 22.00 22.63 25.15
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 37.07 35.54 27.89
R3 32.84 31.31 26.72
R2 28.61 28.61 26.34
R1 27.08 27.08 25.95 27.85
PP 24.38 24.38 24.38 24.76
S1 22.85 22.85 25.17 23.62
S2 20.15 20.15 24.78
S3 15.92 18.62 24.40
S4 11.69 14.39 23.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.69 21.67 6.02 23.3% 2.33 9.0% 70% False False
10 27.69 19.43 8.26 31.9% 1.95 7.5% 78% False False
20 27.69 19.12 8.57 33.1% 1.66 6.4% 79% False False
40 29.06 19.12 9.94 38.4% 1.65 6.4% 68% False False
60 35.00 19.12 15.88 61.4% 1.93 7.5% 43% False False
80 35.48 19.12 16.36 63.2% 2.10 8.1% 41% False False
100 36.64 19.12 17.52 67.7% 2.47 9.5% 39% False False
120 36.64 18.45 18.19 70.3% 2.47 9.5% 41% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 32.19
2.618 30.05
1.618 28.74
1.000 27.93
0.618 27.43
HIGH 26.62
0.618 26.12
0.500 25.97
0.382 25.81
LOW 25.31
0.618 24.50
1.000 24.00
1.618 23.19
2.618 21.88
4.250 19.74
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 25.97 26.41
PP 25.93 26.23
S1 25.90 26.05

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

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