CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 33.00 29.52 -3.48 -10.5% 31.74
High 33.06 29.62 -3.44 -10.4% 34.88
Low 29.63 28.56 -1.07 -3.6% 29.39
Close 30.10 29.07 -1.03 -3.4% 31.62
Range 3.43 1.06 -2.37 -69.1% 5.49
ATR 2.91 2.81 -0.10 -3.4% 0.00
Volume
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 32.26 31.73 29.65
R3 31.20 30.67 29.36
R2 30.14 30.14 29.26
R1 29.61 29.61 29.17 29.35
PP 29.08 29.08 29.08 28.95
S1 28.55 28.55 28.97 28.29
S2 28.02 28.02 28.88
S3 26.96 27.49 28.78
S4 25.90 26.43 28.49
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 28.56 6.32 21.7% 3.09 10.6% 8% False True
10 34.88 25.55 9.33 32.1% 3.34 11.5% 38% False False
20 34.88 22.64 12.24 42.1% 2.74 9.4% 53% False False
40 34.88 19.12 15.76 54.2% 2.29 7.9% 63% False False
60 34.88 19.12 15.76 54.2% 2.07 7.1% 63% False False
80 35.00 19.12 15.88 54.6% 2.15 7.4% 63% False False
100 35.00 19.12 15.88 54.6% 2.21 7.6% 63% False False
120 36.64 19.12 17.52 60.3% 2.52 8.7% 57% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.72
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 34.13
2.618 32.40
1.618 31.34
1.000 30.68
0.618 30.28
HIGH 29.62
0.618 29.22
0.500 29.09
0.382 28.96
LOW 28.56
0.618 27.90
1.000 27.50
1.618 26.84
2.618 25.78
4.250 24.06
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 29.09 30.91
PP 29.08 30.29
S1 29.08 29.68

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

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