CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 28.44 27.51 -0.93 -3.3% 32.27
High 28.52 27.67 -0.85 -3.0% 32.59
Low 27.27 26.94 -0.33 -1.2% 29.24
Close 27.28 27.39 0.11 0.4% 29.69
Range 1.25 0.73 -0.52 -41.6% 3.35
ATR 2.01 1.92 -0.09 -4.5% 0.00
Volume
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 29.52 29.19 27.79
R3 28.79 28.46 27.59
R2 28.06 28.06 27.52
R1 27.73 27.73 27.46 27.53
PP 27.33 27.33 27.33 27.24
S1 27.00 27.00 27.32 26.80
S2 26.60 26.60 27.26
S3 25.87 26.27 27.19
S4 25.14 25.54 26.99
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 30.95 26.94 4.01 14.6% 1.23 4.5% 11% False True
10 32.98 26.94 6.04 22.1% 1.40 5.1% 7% False True
20 34.53 26.94 7.59 27.7% 1.80 6.6% 6% False True
40 34.88 22.64 12.24 44.7% 2.25 8.2% 39% False False
60 34.88 19.12 15.76 57.5% 2.05 7.5% 52% False False
80 34.88 19.12 15.76 57.5% 1.95 7.1% 52% False False
100 35.00 19.12 15.88 58.0% 2.06 7.5% 52% False False
120 35.48 19.12 16.36 59.7% 2.15 7.9% 51% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 257 trading days
Fibonacci Retracements and Extensions
4.250 30.77
2.618 29.58
1.618 28.85
1.000 28.40
0.618 28.12
HIGH 27.67
0.618 27.39
0.500 27.31
0.382 27.22
LOW 26.94
0.618 26.49
1.000 26.21
1.618 25.76
2.618 25.03
4.250 23.84
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 27.36 28.47
PP 27.33 28.11
S1 27.31 27.75

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

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