CBOE Volatility Index

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	31.74	31.20	-0.54	-1.7%	27.69
High	32.88	34.14	1.26	3.8%	32.31
Low	29.83	30.30	0.47	1.6%	25.55
Close	32.26	32.60	0.34	1.1%	29.92
Range	3.05	3.84	0.79	25.9%	6.76
ATR	2.50	2.59	0.10	3.8%	0.00
Volume

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	43.87	42.07	34.71
R3	40.03	38.23	33.66
R2	36.19	36.19	33.30
R1	34.39	34.39	32.95	35.29
PP	32.35	32.35	32.35	32.80
S1	30.55	30.55	32.25	31.45
S2	28.51	28.51	31.90
S3	24.67	26.71	31.54
S4	20.83	22.87	30.49

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	34.14	25.55	8.59	26.3%	3.58	11.0%	82%	True	False
10	34.14	25.44	8.70	26.7%	2.77	8.5%	82%	True	False
20	34.14	22.64	11.50	35.3%	2.54	7.8%	87%	True	False
40	34.14	19.12	15.02	46.1%	2.11	6.5%	90%	True	False
60	34.14	19.12	15.02	46.1%	1.95	6.0%	90%	True	False
80	35.00	19.12	15.88	48.7%	2.06	6.3%	85%	False	False
100	35.48	19.12	16.36	50.2%	2.28	7.0%	82%	False	False
120	36.64	19.12	17.52	53.7%	2.50	7.7%	77%	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	0.70
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.46
2.618	44.19
1.618	40.35
1.000	37.98
0.618	36.51
HIGH	34.14
0.618	32.67
0.500	32.22
0.382	31.77
LOW	30.30
0.618	27.93
1.000	26.46
1.618	24.09
2.618	20.25
4.250	13.98

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	32.47	32.02
PP	32.35	31.44
S1	32.22	30.86

Download as Excel Spreadsheet

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

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