CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 26.10 27.47 1.37 5.2% 23.58
High 26.93 28.45 1.52 5.6% 28.45
Low 25.44 26.14 0.70 2.8% 23.16
Close 26.27 26.30 0.03 0.1% 26.30
Range 1.49 2.31 0.82 55.0% 5.29
ATR 2.09 2.10 0.02 0.8% 0.00
Volume
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 33.89 32.41 27.57
R3 31.58 30.10 26.94
R2 29.27 29.27 26.72
R1 27.79 27.79 26.51 27.38
PP 26.96 26.96 26.96 26.76
S1 25.48 25.48 26.09 25.07
S2 24.65 24.65 25.88
S3 22.34 23.17 25.66
S4 20.03 20.86 25.03
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 41.84 39.36 29.21
R3 36.55 34.07 27.75
R2 31.26 31.26 27.27
R1 28.78 28.78 26.78 30.02
PP 25.97 25.97 25.97 26.59
S1 23.49 23.49 25.82 24.73
S2 20.68 20.68 25.33
S3 15.39 18.20 24.85
S4 10.10 12.91 23.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.45 23.16 5.29 20.1% 2.18 8.3% 59% True False
10 28.45 22.64 5.81 22.1% 2.23 8.5% 63% True False
20 28.45 20.08 8.37 31.8% 2.14 8.1% 74% True False
40 28.45 19.12 9.33 35.5% 1.77 6.7% 77% True False
60 30.22 19.12 11.10 42.2% 1.81 6.9% 65% False False
80 35.00 19.12 15.88 60.4% 1.96 7.4% 45% False False
100 36.64 19.12 17.52 66.6% 2.38 9.1% 41% False False
120 36.64 18.45 18.19 69.2% 2.44 9.3% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 38.27
2.618 34.50
1.618 32.19
1.000 30.76
0.618 29.88
HIGH 28.45
0.618 27.57
0.500 27.30
0.382 27.02
LOW 26.14
0.618 24.71
1.000 23.83
1.618 22.40
2.618 20.09
4.250 16.32
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 27.30 26.95
PP 26.96 26.73
S1 26.63 26.52

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

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