CBOE Volatility Index

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Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary Previous Current 23-Sep-2022 26-Sep-2022 Change Change % Previous Week Open 27.68 31.74 4.06 14.7% 27.69 High 32.31 32.88 0.57 1.8% 32.31 Low 27.58 29.83 2.25 8.2% 25.55 Close 29.92 32.26 2.34 7.8% 29.92 Range 4.73 3.05 -1.68 -35.5% 6.76 ATR 2.45 2.50 0.04 1.7% 0.00 Volume
Daily Pivots for day following 26-Sep-2022 Classic Woodie Camarilla DeMark R4 40.81 39.58 33.94 R3 37.76 36.53 33.10 R2 34.71 34.71 32.82 R1 33.48 33.48 32.54 34.10 PP 31.66 31.66 31.66 31.96 S1 30.43 30.43 31.98 31.05 S2 28.61 28.61 31.70 S3 25.56 27.38 31.42 S4 22.51 24.33 30.58	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 32.88 25.55 7.33 22.7% 3.26 10.1% 92% True False 10 32.88 23.53 9.35 29.0% 2.85 8.8% 93% True False 20 32.88 22.64 10.24 31.7% 2.46 7.6% 94% True False 40 32.88 19.12 13.76 42.7% 2.04 6.3% 95% True False 60 32.88 19.12 13.76 42.7% 1.94 6.0% 95% True False 80 35.00 19.12 15.88 49.2% 2.04 6.3% 83% False False 100 35.48 19.12 16.36 50.7% 2.29 7.1% 80% False False 120 36.64 18.55 18.09 56.1% 2.49 7.7% 76% False False
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 0.63 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 45.84 2.618 40.86 1.618 37.81 1.000 35.93 0.618 34.76 HIGH 32.88 0.618 31.71 0.500 31.36 0.382 31.00 LOW 29.83 0.618 27.95 1.000 26.78 1.618 24.90 2.618 21.85 4.250 16.87
Fisher Pivots for day following 26-Sep-2022 Pivot 1 day 3 day R1 31.96 31.44 PP 31.66 30.62 S1 31.36 29.80

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