CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Sep-2022
Day Change Summary
Previous Current
08-Sep-2022 09-Sep-2022 Change Change % Previous Week
Open 24.70 23.49 -1.21 -4.9% 25.46
High 25.90 23.57 -2.33 -9.0% 27.80
Low 23.56 22.64 -0.92 -3.9% 22.64
Close 23.61 22.79 -0.82 -3.5% 22.79
Range 2.34 0.93 -1.41 -60.3% 5.16
ATR 2.13 2.04 -0.08 -3.9% 0.00
Volume
Daily Pivots for day following 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 25.79 25.22 23.30
R3 24.86 24.29 23.05
R2 23.93 23.93 22.96
R1 23.36 23.36 22.88 23.18
PP 23.00 23.00 23.00 22.91
S1 22.43 22.43 22.70 22.25
S2 22.07 22.07 22.62
S3 21.14 21.50 22.53
S4 20.21 20.57 22.28
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 39.89 36.50 25.63
R3 34.73 31.34 24.21
R2 29.57 29.57 23.74
R1 26.18 26.18 23.26 25.30
PP 24.41 24.41 24.41 23.97
S1 21.02 21.02 22.32 20.14
S2 19.25 19.25 21.84
S3 14.09 15.86 21.37
S4 8.93 10.70 19.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.80 22.64 5.16 22.6% 2.29 10.0% 3% False True
10 27.80 21.67 6.13 26.9% 2.39 10.5% 18% False False
20 27.80 19.12 8.68 38.1% 1.89 8.3% 42% False False
40 27.80 19.12 8.68 38.1% 1.71 7.5% 42% False False
60 34.82 19.12 15.70 68.9% 1.90 8.4% 23% False False
80 35.00 19.12 15.88 69.7% 2.05 9.0% 23% False False
100 36.64 19.12 17.52 76.9% 2.45 10.8% 21% False False
120 36.64 18.45 18.19 79.8% 2.43 10.7% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 27.52
2.618 26.00
1.618 25.07
1.000 24.50
0.618 24.14
HIGH 23.57
0.618 23.21
0.500 23.11
0.382 23.00
LOW 22.64
0.618 22.07
1.000 21.71
1.618 21.14
2.618 20.21
4.250 18.69
Fisher Pivots for day following 09-Sep-2022
Pivot 1 day 3 day
R1 23.11 24.90
PP 23.00 24.19
S1 22.90 23.49

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

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