CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Oct-2022
Day Change Summary
Previous Current
18-Oct-2022 19-Oct-2022 Change Change % Previous Week
Open 31.10 30.94 -0.16 -0.5% 32.93
High 31.93 31.90 -0.03 -0.1% 34.53
Low 30.42 30.76 0.34 1.1% 31.17
Close 30.50 30.76 0.26 0.9% 32.02
Range 1.51 1.14 -0.37 -24.5% 3.36
ATR 2.34 2.27 -0.07 -2.9% 0.00
Volume
Daily Pivots for day following 19-Oct-2022
Classic Woodie Camarilla DeMark
R4 34.56 33.80 31.39
R3 33.42 32.66 31.07
R2 32.28 32.28 30.97
R1 31.52 31.52 30.86 31.33
PP 31.14 31.14 31.14 31.05
S1 30.38 30.38 30.66 30.19
S2 30.00 30.00 30.55
S3 28.86 29.24 30.45
S4 27.72 28.10 30.13
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 33.87 30.42 3.45 11.2% 1.72 5.6% 10% False False
10 34.53 28.56 5.97 19.4% 1.83 5.9% 37% False False
20 34.88 26.71 8.17 26.6% 2.43 7.9% 50% False False
40 34.88 21.67 13.21 42.9% 2.40 7.8% 69% False False
60 34.88 19.12 15.76 51.2% 2.07 6.7% 74% False False
80 34.88 19.12 15.76 51.2% 2.01 6.5% 74% False False
100 35.00 19.12 15.88 51.6% 2.09 6.8% 73% False False
120 36.64 19.12 17.52 57.0% 2.35 7.7% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 36.75
2.618 34.88
1.618 33.74
1.000 33.04
0.618 32.60
HIGH 31.90
0.618 31.46
0.500 31.33
0.382 31.20
LOW 30.76
0.618 30.06
1.000 29.62
1.618 28.92
2.618 27.78
4.250 25.92
Fisher Pivots for day following 19-Oct-2022
Pivot 1 day 3 day
R1 31.33 31.51
PP 31.14 31.26
S1 30.95 31.01

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

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