CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Oct-2022
Day Change Summary
Previous Current
24-Oct-2022 25-Oct-2022 Change Change % Previous Week
Open 30.65 29.80 -0.85 -2.8% 32.27
High 30.95 30.00 -0.95 -3.1% 32.59
Low 29.78 28.22 -1.56 -5.2% 29.24
Close 29.85 28.46 -1.39 -4.7% 29.69
Range 1.17 1.78 0.61 52.1% 3.35
ATR 2.09 2.06 -0.02 -1.0% 0.00
Volume
Daily Pivots for day following 25-Oct-2022
Classic Woodie Camarilla DeMark
R4 34.23 33.13 29.44
R3 32.45 31.35 28.95
R2 30.67 30.67 28.79
R1 29.57 29.57 28.62 29.23
PP 28.89 28.89 28.89 28.73
S1 27.79 27.79 28.30 27.45
S2 27.11 27.11 28.13
S3 25.33 26.01 27.97
S4 23.55 24.23 27.48
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 31.90 28.22 3.68 12.9% 1.37 4.8% 7% False True
10 34.53 28.22 6.31 22.2% 1.57 5.5% 4% False True
20 34.88 28.22 6.66 23.4% 2.05 7.2% 4% False True
40 34.88 22.64 12.24 43.0% 2.30 8.1% 48% False False
60 34.88 19.12 15.76 55.4% 2.09 7.3% 59% False False
80 34.88 19.12 15.76 55.4% 1.98 6.9% 59% False False
100 35.00 19.12 15.88 55.8% 2.06 7.2% 59% False False
120 35.48 19.12 16.36 57.5% 2.24 7.9% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 37.57
2.618 34.66
1.618 32.88
1.000 31.78
0.618 31.10
HIGH 30.00
0.618 29.32
0.500 29.11
0.382 28.90
LOW 28.22
0.618 27.12
1.000 26.44
1.618 25.34
2.618 23.56
4.250 20.66
Fisher Pivots for day following 25-Oct-2022
Pivot 1 day 3 day
R1 29.11 29.59
PP 28.89 29.21
S1 28.68 28.84

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

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