CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Oct-2022
Day Change Summary
Previous Current
05-Oct-2022 06-Oct-2022 Change Change % Previous Week
Open 29.36 28.60 -0.76 -2.6% 31.74
High 30.11 30.74 0.63 2.1% 34.88
Low 28.50 28.56 0.06 0.2% 29.39
Close 28.55 30.52 1.97 6.9% 31.62
Range 1.61 2.18 0.57 35.4% 5.49
ATR 2.72 2.68 -0.04 -1.4% 0.00
Volume
Daily Pivots for day following 06-Oct-2022
Classic Woodie Camarilla DeMark
R4 36.48 35.68 31.72
R3 34.30 33.50 31.12
R2 32.12 32.12 30.92
R1 31.32 31.32 30.72 31.72
PP 29.94 29.94 29.94 30.14
S1 29.14 29.14 30.32 29.54
S2 27.76 27.76 30.12
S3 25.58 26.96 29.92
S4 23.40 24.78 29.32
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 33.25 28.50 4.75 15.6% 2.43 8.0% 43% False False
10 34.88 27.58 7.30 23.9% 3.09 10.1% 40% False False
20 34.88 22.64 12.24 40.1% 2.68 8.8% 64% False False
40 34.88 19.12 15.76 51.6% 2.29 7.5% 72% False False
60 34.88 19.12 15.76 51.6% 2.05 6.7% 72% False False
80 34.88 19.12 15.76 51.6% 2.11 6.9% 72% False False
100 35.00 19.12 15.88 52.0% 2.19 7.2% 72% False False
120 36.64 19.12 17.52 57.4% 2.51 8.2% 65% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.01
2.618 36.45
1.618 34.27
1.000 32.92
0.618 32.09
HIGH 30.74
0.618 29.91
0.500 29.65
0.382 29.39
LOW 28.56
0.618 27.21
1.000 26.38
1.618 25.03
2.618 22.85
4.250 19.30
Fisher Pivots for day following 06-Oct-2022
Pivot 1 day 3 day
R1 30.23 30.22
PP 29.94 29.92
S1 29.65 29.62

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

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