CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Oct-2022
Day Change Summary
Previous Current
17-Oct-2022 18-Oct-2022 Change Change % Previous Week
Open 32.27 31.10 -1.17 -3.6% 32.93
High 32.59 31.93 -0.66 -2.0% 34.53
Low 30.70 30.42 -0.28 -0.9% 31.17
Close 31.37 30.50 -0.87 -2.8% 32.02
Range 1.89 1.51 -0.38 -20.1% 3.36
ATR 2.41 2.34 -0.06 -2.7% 0.00
Volume
Daily Pivots for day following 18-Oct-2022
Classic Woodie Camarilla DeMark
R4 35.48 34.50 31.33
R3 33.97 32.99 30.92
R2 32.46 32.46 30.78
R1 31.48 31.48 30.64 31.22
PP 30.95 30.95 30.95 30.82
S1 29.97 29.97 30.36 29.71
S2 29.44 29.44 30.22
S3 27.93 28.46 30.08
S4 26.42 26.95 29.67
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 42.65 40.70 33.87
R3 39.29 37.34 32.94
R2 35.93 35.93 32.64
R1 33.98 33.98 32.33 33.28
PP 32.57 32.57 32.57 32.22
S1 30.62 30.62 31.71 29.92
S2 29.21 29.21 31.40
S3 25.85 27.26 31.10
S4 22.49 23.90 30.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.53 30.42 4.11 13.5% 1.77 5.8% 2% False True
10 34.53 28.50 6.03 19.8% 1.87 6.1% 33% False False
20 34.88 25.55 9.33 30.6% 2.61 8.5% 53% False False
40 34.88 21.67 13.21 43.3% 2.40 7.9% 67% False False
60 34.88 19.12 15.76 51.7% 2.08 6.8% 72% False False
80 34.88 19.12 15.76 51.7% 2.02 6.6% 72% False False
100 35.00 19.12 15.88 52.1% 2.09 6.9% 72% False False
120 36.64 19.12 17.52 57.4% 2.38 7.8% 65% False False
Crabel Price Patterns
NR True
NR4 True
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 38.35
2.618 35.88
1.618 34.37
1.000 33.44
0.618 32.86
HIGH 31.93
0.618 31.35
0.500 31.18
0.382 31.00
LOW 30.42
0.618 29.49
1.000 28.91
1.618 27.98
2.618 26.47
4.250 24.00
Fisher Pivots for day following 18-Oct-2022
Pivot 1 day 3 day
R1 31.18 31.70
PP 30.95 31.30
S1 30.73 30.90

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

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