CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 28.60 30.37 1.77 6.2% 33.00
High 30.74 32.02 1.28 4.2% 33.06
Low 28.56 29.88 1.32 4.6% 28.50
Close 30.52 31.36 0.84 2.8% 31.36
Range 2.18 2.14 -0.04 -1.8% 4.56
ATR 2.68 2.65 -0.04 -1.4% 0.00
Volume
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 37.51 36.57 32.54
R3 35.37 34.43 31.95
R2 33.23 33.23 31.75
R1 32.29 32.29 31.56 32.76
PP 31.09 31.09 31.09 31.32
S1 30.15 30.15 31.16 30.62
S2 28.95 28.95 30.97
S3 26.81 28.01 30.77
S4 24.67 25.87 30.18
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 44.65 42.57 33.87
R3 40.09 38.01 32.61
R2 35.53 35.53 32.20
R1 33.45 33.45 31.78 32.21
PP 30.97 30.97 30.97 30.36
S1 28.89 28.89 30.94 27.65
S2 26.41 26.41 30.52
S3 21.85 24.33 30.11
S4 17.29 19.77 28.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.06 28.50 4.56 14.5% 2.08 6.6% 63% False False
10 34.88 28.50 6.38 20.3% 2.83 9.0% 45% False False
20 34.88 23.16 11.72 37.4% 2.74 8.7% 70% False False
40 34.88 19.12 15.76 50.3% 2.32 7.4% 78% False False
60 34.88 19.12 15.76 50.3% 2.05 6.5% 78% False False
80 34.88 19.12 15.76 50.3% 2.11 6.7% 78% False False
100 35.00 19.12 15.88 50.6% 2.18 7.0% 77% False False
120 36.64 19.12 17.52 55.9% 2.50 8.0% 70% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.12
2.618 37.62
1.618 35.48
1.000 34.16
0.618 33.34
HIGH 32.02
0.618 31.20
0.500 30.95
0.382 30.70
LOW 29.88
0.618 28.56
1.000 27.74
1.618 26.42
2.618 24.28
4.250 20.79
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 31.22 30.99
PP 31.09 30.63
S1 30.95 30.26

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

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