CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 31.30 30.21 -1.09 -3.5% 32.27
High 31.32 30.44 -0.88 -2.8% 32.59
Low 29.76 29.24 -0.52 -1.7% 29.24
Close 29.98 29.69 -0.29 -1.0% 29.69
Range 1.56 1.20 -0.36 -23.1% 3.35
ATR 2.22 2.15 -0.07 -3.3% 0.00
Volume
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 33.39 32.74 30.35
R3 32.19 31.54 30.02
R2 30.99 30.99 29.91
R1 30.34 30.34 29.80 30.07
PP 29.79 29.79 29.79 29.65
S1 29.14 29.14 29.58 28.87
S2 28.59 28.59 29.47
S3 27.39 27.94 29.36
S4 26.19 26.74 29.03
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 40.56 38.47 31.53
R3 37.21 35.12 30.61
R2 33.86 33.86 30.30
R1 31.77 31.77 30.00 31.14
PP 30.51 30.51 30.51 30.19
S1 28.42 28.42 29.38 27.79
S2 27.16 27.16 29.08
S3 23.81 25.07 28.77
S4 20.46 21.72 27.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.59 29.24 3.35 11.3% 1.46 4.9% 13% False True
10 34.53 29.24 5.29 17.8% 1.67 5.6% 9% False True
20 34.88 28.50 6.38 21.5% 2.25 7.6% 19% False False
40 34.88 21.67 13.21 44.5% 2.38 8.0% 61% False False
60 34.88 19.12 15.76 53.1% 2.07 7.0% 67% False False
80 34.88 19.12 15.76 53.1% 2.00 6.7% 67% False False
100 35.00 19.12 15.88 53.5% 2.07 7.0% 67% False False
120 35.48 19.12 16.36 55.1% 2.29 7.7% 65% 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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 35.54
2.618 33.58
1.618 32.38
1.000 31.64
0.618 31.18
HIGH 30.44
0.618 29.98
0.500 29.84
0.382 29.70
LOW 29.24
0.618 28.50
1.000 28.04
1.618 27.30
2.618 26.10
4.250 24.14
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 29.84 30.57
PP 29.79 30.28
S1 29.74 29.98

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

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