CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Oct-2022
Day Change Summary
Previous Current
12-Oct-2022 13-Oct-2022 Change Change % Previous Week
Open 33.54 33.60 0.06 0.2% 33.00
High 34.53 33.87 -0.66 -1.9% 33.06
Low 33.11 31.63 -1.48 -4.5% 28.50
Close 33.57 31.94 -1.63 -4.9% 31.36
Range 1.42 2.24 0.82 57.7% 4.56
ATR 2.51 2.49 -0.02 -0.8% 0.00
Volume
Daily Pivots for day following 13-Oct-2022
Classic Woodie Camarilla DeMark
R4 39.20 37.81 33.17
R3 36.96 35.57 32.56
R2 34.72 34.72 32.35
R1 33.33 33.33 32.15 32.91
PP 32.48 32.48 32.48 32.27
S1 31.09 31.09 31.73 30.67
S2 30.24 30.24 31.53
S3 28.00 28.85 31.32
S4 25.76 26.61 30.71
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 34.53 29.88 4.65 14.6% 1.94 6.1% 44% False False
10 34.53 28.50 6.03 18.9% 2.19 6.8% 57% False False
20 34.88 25.55 9.33 29.2% 2.69 8.4% 68% False False
40 34.88 19.43 15.45 48.4% 2.39 7.5% 81% False False
60 34.88 19.12 15.76 49.3% 2.07 6.5% 81% False False
80 34.88 19.12 15.76 49.3% 2.04 6.4% 81% False False
100 35.00 19.12 15.88 49.7% 2.10 6.6% 81% False False
120 36.64 19.12 17.52 54.9% 2.45 7.7% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 43.39
2.618 39.73
1.618 37.49
1.000 36.11
0.618 35.25
HIGH 33.87
0.618 33.01
0.500 32.75
0.382 32.49
LOW 31.63
0.618 30.25
1.000 29.39
1.618 28.01
2.618 25.77
4.250 22.11
Fisher Pivots for day following 13-Oct-2022
Pivot 1 day 3 day
R1 32.75 33.08
PP 32.48 32.70
S1 32.21 32.32

Download as Excel Spreadsheet

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

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