CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Sep-2022
Day Change Summary
Previous Current
13-Sep-2022 14-Sep-2022 Change Change % Previous Week
Open 23.67 26.73 3.06 12.9% 25.46
High 28.15 27.56 -0.59 -2.1% 27.80
Low 23.53 26.16 2.63 11.2% 22.64
Close 27.27 26.16 -1.11 -4.1% 22.79
Range 4.62 1.40 -3.22 -69.7% 5.16
ATR 2.19 2.13 -0.06 -2.6% 0.00
Volume
Daily Pivots for day following 14-Sep-2022
Classic Woodie Camarilla DeMark
R4 30.83 29.89 26.93
R3 29.43 28.49 26.55
R2 28.03 28.03 26.42
R1 27.09 27.09 26.29 26.86
PP 26.63 26.63 26.63 26.51
S1 25.69 25.69 26.03 25.46
S2 25.23 25.23 25.90
S3 23.83 24.29 25.78
S4 22.43 22.89 25.39
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 28.15 22.64 5.51 21.1% 2.07 7.9% 64% False False
10 28.15 22.64 5.51 21.1% 2.20 8.4% 64% False False
20 28.15 19.41 8.74 33.4% 2.07 7.9% 77% False False
40 28.15 19.12 9.03 34.5% 1.75 6.7% 78% False False
60 31.57 19.12 12.45 47.6% 1.82 6.9% 57% False False
80 35.00 19.12 15.88 60.7% 2.00 7.6% 44% False False
100 36.64 19.12 17.52 67.0% 2.45 9.4% 40% False False
120 36.64 18.45 18.19 69.5% 2.45 9.4% 42% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.51
2.618 31.23
1.618 29.83
1.000 28.96
0.618 28.43
HIGH 27.56
0.618 27.03
0.500 26.86
0.382 26.69
LOW 26.16
0.618 25.29
1.000 24.76
1.618 23.89
2.618 22.49
4.250 20.21
Fisher Pivots for day following 14-Sep-2022
Pivot 1 day 3 day
R1 26.86 25.99
PP 26.63 25.82
S1 26.39 25.66

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

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