CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Sep-2022
Day Change Summary
Previous Current
22-Sep-2022 23-Sep-2022 Change Change % Previous Week
Open 28.16 27.68 -0.48 -1.7% 27.69
High 28.38 32.31 3.93 13.8% 32.31
Low 26.71 27.58 0.87 3.3% 25.55
Close 27.35 29.92 2.57 9.4% 29.92
Range 1.67 4.73 3.06 183.2% 6.76
ATR 2.26 2.45 0.19 8.5% 0.00
Volume
Daily Pivots for day following 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 44.13 41.75 32.52
R3 39.40 37.02 31.22
R2 34.67 34.67 30.79
R1 32.29 32.29 30.35 33.48
PP 29.94 29.94 29.94 30.53
S1 27.56 27.56 29.49 28.75
S2 25.21 25.21 29.05
S3 20.48 22.83 28.62
S4 15.75 18.10 27.32
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 49.54 46.49 33.64
R3 42.78 39.73 31.78
R2 36.02 36.02 31.16
R1 32.97 32.97 30.54 34.50
PP 29.26 29.26 29.26 30.02
S1 26.21 26.21 29.30 27.74
S2 22.50 22.50 28.68
S3 15.74 19.45 28.06
S4 8.98 12.69 26.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.31 25.55 6.76 22.6% 3.12 10.4% 65% True False
10 32.31 23.16 9.15 30.6% 2.65 8.9% 74% True False
20 32.31 21.67 10.64 35.6% 2.52 8.4% 78% True False
40 32.31 19.12 13.19 44.1% 1.99 6.6% 82% True False
60 32.31 19.12 13.19 44.1% 1.92 6.4% 82% True False
80 35.00 19.12 15.88 53.1% 2.03 6.8% 68% False False
100 35.48 19.12 16.36 54.7% 2.30 7.7% 66% False False
120 36.64 18.45 18.19 60.8% 2.49 8.3% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 52.41
2.618 44.69
1.618 39.96
1.000 37.04
0.618 35.23
HIGH 32.31
0.618 30.50
0.500 29.95
0.382 29.39
LOW 27.58
0.618 24.66
1.000 22.85
1.618 19.93
2.618 15.20
4.250 7.48
Fisher Pivots for day following 23-Sep-2022
Pivot 1 day 3 day
R1 29.95 29.59
PP 29.94 29.26
S1 29.93 28.93

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

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