CBOE Volatility Index

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Trading Metrics calculated at close of trading on 03-Oct-2022
Day Change Summary Previous Current 30-Sep-2022 03-Oct-2022 Change Change % Previous Week Open 31.61 33.00 1.39 4.4% 31.74 High 33.25 33.06 -0.19 -0.6% 34.88 Low 29.39 29.63 0.24 0.8% 29.39 Close 31.62 30.10 -1.52 -4.8% 31.62 Range 3.86 3.43 -0.43 -11.1% 5.49 ATR 2.87 2.91 0.04 1.4% 0.00 Volume
Daily Pivots for day following 03-Oct-2022 Classic Woodie Camarilla DeMark R4 41.22 39.09 31.99 R3 37.79 35.66 31.04 R2 34.36 34.36 30.73 R1 32.23 32.23 30.41 31.58 PP 30.93 30.93 30.93 30.61 S1 28.80 28.80 29.79 28.15 S2 27.50 27.50 29.47 S3 24.07 25.37 29.16 S4 20.64 21.94 28.21	Weekly Pivots for week ending 30-Sep-2022 Classic Woodie Camarilla DeMark R4 48.43 45.52 34.64 R3 42.94 40.03 33.13 R2 37.45 37.45 32.63 R1 34.54 34.54 32.12 33.25 PP 31.96 31.96 31.96 31.32 S1 29.05 29.05 31.12 27.76 S2 26.47 26.47 30.61 S3 20.98 23.56 30.11 S4 15.49 18.07 28.60
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 34.88 29.39 5.49 18.2% 3.65 12.1% 13% False False 10 34.88 25.55 9.33 31.0% 3.45 11.5% 49% False False 20 34.88 22.64 12.24 40.7% 2.81 9.3% 61% False False 40 34.88 19.12 15.76 52.4% 2.29 7.6% 70% False False 60 34.88 19.12 15.76 52.4% 2.07 6.9% 70% False False 80 35.00 19.12 15.88 52.8% 2.17 7.2% 69% False False 100 35.00 19.12 15.88 52.8% 2.24 7.4% 69% False False 120 36.64 19.12 17.52 58.2% 2.53 8.4% 63% False False
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.71 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 47.64 2.618 42.04 1.618 38.61 1.000 36.49 0.618 35.18 HIGH 33.06 0.618 31.75 0.500 31.35 0.382 30.94 LOW 29.63 0.618 27.51 1.000 26.20 1.618 24.08 2.618 20.65 4.250 15.05
Fisher Pivots for day following 03-Oct-2022 Pivot 1 day 3 day R1 31.35 31.41 PP 30.93 30.97 S1 30.52 30.54

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