CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Sep-2022
Day Change Summary
Previous Current
07-Sep-2022 08-Sep-2022 Change Change % Previous Week
Open 26.93 24.70 -2.23 -8.3% 26.86
High 27.15 25.90 -1.25 -4.6% 27.69
Low 24.54 23.56 -0.98 -4.0% 23.19
Close 24.64 23.61 -1.03 -4.2% 25.47
Range 2.61 2.34 -0.27 -10.3% 4.50
ATR 2.11 2.13 0.02 0.8% 0.00
Volume
Daily Pivots for day following 08-Sep-2022
Classic Woodie Camarilla DeMark
R4 31.38 29.83 24.90
R3 29.04 27.49 24.25
R2 26.70 26.70 24.04
R1 25.15 25.15 23.82 24.76
PP 24.36 24.36 24.36 24.16
S1 22.81 22.81 23.40 22.42
S2 22.02 22.02 23.18
S3 19.68 20.47 22.97
S4 17.34 18.13 22.32
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 38.95 36.71 27.95
R3 34.45 32.21 26.71
R2 29.95 29.95 26.30
R1 27.71 27.71 25.88 26.58
PP 25.45 25.45 25.45 24.89
S1 23.21 23.21 25.06 22.08
S2 20.95 20.95 24.65
S3 16.45 18.71 24.23
S4 11.95 14.21 23.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.80 23.19 4.61 19.5% 2.53 10.7% 9% False False
10 27.80 21.67 6.13 26.0% 2.43 10.3% 32% False False
20 27.80 19.12 8.68 36.8% 1.90 8.0% 52% False False
40 28.42 19.12 9.30 39.4% 1.74 7.4% 48% False False
60 34.82 19.12 15.70 66.5% 1.92 8.1% 29% False False
80 35.00 19.12 15.88 67.3% 2.07 8.8% 28% False False
100 36.64 19.12 17.52 74.2% 2.47 10.5% 26% False False
120 36.64 18.45 18.19 77.0% 2.45 10.4% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 35.85
2.618 32.03
1.618 29.69
1.000 28.24
0.618 27.35
HIGH 25.90
0.618 25.01
0.500 24.73
0.382 24.45
LOW 23.56
0.618 22.11
1.000 21.22
1.618 19.77
2.618 17.43
4.250 13.62
Fisher Pivots for day following 08-Sep-2022
Pivot 1 day 3 day
R1 24.73 25.68
PP 24.36 24.99
S1 23.98 24.30

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

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