CBOE Volatility Index

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	34.50	31.67	-2.83	-8.2%	27.69
High	34.88	33.43	-1.45	-4.2%	32.31
Low	30.03	31.16	1.13	3.8%	25.55
Close	30.18	31.84	1.66	5.5%	29.92
Range	4.85	2.27	-2.58	-53.2%	6.76
ATR	2.75	2.79	0.04	1.3%	0.00
Volume

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	38.95	37.67	33.09
R3	36.68	35.40	32.46
R2	34.41	34.41	32.26
R1	33.13	33.13	32.05	33.77
PP	32.14	32.14	32.14	32.47
S1	30.86	30.86	31.63	31.50
S2	29.87	29.87	31.42
S3	27.60	28.59	31.22
S4	25.33	26.32	30.59

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	34.88	27.58	7.30	22.9%	3.75	11.8%	58%	False	False
10	34.88	25.55	9.33	29.3%	3.19	10.0%	67%	False	False
20	34.88	22.64	12.24	38.4%	2.71	8.5%	75%	False	False
40	34.88	19.12	15.76	49.5%	2.18	6.9%	81%	False	False
60	34.88	19.12	15.76	49.5%	2.00	6.3%	81%	False	False
80	35.00	19.12	15.88	49.9%	2.12	6.7%	80%	False	False
100	35.48	19.12	16.36	51.4%	2.22	7.0%	78%	False	False
120	36.64	19.12	17.52	55.0%	2.51	7.9%	73%	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	0.67
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	43.08
2.618	39.37
1.618	37.10
1.000	35.70
0.618	34.83
HIGH	33.43
0.618	32.56
0.500	32.30
0.382	32.03
LOW	31.16
0.618	29.76
1.000	28.89
1.618	27.49
2.618	25.22
4.250	21.51

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	32.30	32.46
PP	32.14	32.25
S1	31.99	32.05

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

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