CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Sep-2022
Day Change Summary
Previous Current
21-Sep-2022 22-Sep-2022 Change Change % Previous Week
Open 28.03 28.16 0.13 0.5% 23.58
High 30.18 28.38 -1.80 -6.0% 28.45
Low 25.55 26.71 1.16 4.5% 23.16
Close 27.99 27.35 -0.64 -2.3% 26.30
Range 4.63 1.67 -2.96 -63.9% 5.29
ATR 2.31 2.26 -0.05 -2.0% 0.00
Volume
Daily Pivots for day following 22-Sep-2022
Classic Woodie Camarilla DeMark
R4 32.49 31.59 28.27
R3 30.82 29.92 27.81
R2 29.15 29.15 27.66
R1 28.25 28.25 27.50 27.87
PP 27.48 27.48 27.48 27.29
S1 26.58 26.58 27.20 26.20
S2 25.81 25.81 27.04
S3 24.14 24.91 26.89
S4 22.47 23.24 26.43
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 30.18 25.55 4.63 16.9% 2.64 9.7% 39% False False
10 30.18 22.64 7.54 27.6% 2.27 8.3% 62% False False
20 30.18 21.67 8.51 31.1% 2.35 8.6% 67% False False
40 30.18 19.12 11.06 40.4% 1.90 7.0% 74% False False
60 30.22 19.12 11.10 40.6% 1.86 6.8% 74% False False
80 35.00 19.12 15.88 58.1% 2.00 7.3% 52% False False
100 36.64 19.12 17.52 64.1% 2.30 8.4% 47% False False
120 36.64 18.45 18.19 66.5% 2.46 9.0% 49% 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 0.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 35.48
2.618 32.75
1.618 31.08
1.000 30.05
0.618 29.41
HIGH 28.38
0.618 27.74
0.500 27.55
0.382 27.35
LOW 26.71
0.618 25.68
1.000 25.04
1.618 24.01
2.618 22.34
4.250 19.61
Fisher Pivots for day following 22-Sep-2022
Pivot 1 day 3 day
R1 27.55 27.87
PP 27.48 27.69
S1 27.42 27.52

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

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