CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 22.55 24.40 1.85 8.2% 20.30
High 23.21 25.05 1.84 7.9% 23.27
Low 22.18 24.18 2.00 9.0% 19.78
Close 22.83 25.00 2.17 9.5% 22.83
Range 1.03 0.87 -0.16 -15.5% 3.49
ATR 1.59 1.63 0.05 2.8% 0.00
Volume
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 27.35 27.05 25.48
R3 26.48 26.18 25.24
R2 25.61 25.61 25.16
R1 25.31 25.31 25.08 25.46
PP 24.74 24.74 24.74 24.82
S1 24.44 24.44 24.92 24.59
S2 23.87 23.87 24.84
S3 23.00 23.57 24.76
S4 22.13 22.70 24.52
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 32.43 31.12 24.75
R3 28.94 27.63 23.79
R2 25.45 25.45 23.47
R1 24.14 24.14 23.15 24.80
PP 21.96 21.96 21.96 22.29
S1 20.65 20.65 22.51 21.31
S2 18.47 18.47 22.19
S3 14.98 17.16 21.87
S4 11.49 13.67 20.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.05 20.38 4.67 18.7% 1.23 4.9% 99% True False
10 25.05 18.95 6.10 24.4% 1.40 5.6% 99% True False
20 26.22 18.95 7.27 29.1% 1.40 5.6% 83% False False
40 32.59 18.95 13.64 54.6% 1.46 5.8% 44% False False
60 34.88 18.95 15.93 63.7% 1.86 7.5% 38% False False
80 34.88 18.95 15.93 63.7% 1.93 7.7% 38% False False
100 34.88 18.95 15.93 63.7% 1.83 7.3% 38% False False
120 34.88 18.95 15.93 63.7% 1.84 7.4% 38% 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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 28.75
2.618 27.33
1.618 26.46
1.000 25.92
0.618 25.59
HIGH 25.05
0.618 24.72
0.500 24.62
0.382 24.51
LOW 24.18
0.618 23.64
1.000 23.31
1.618 22.77
2.618 21.90
4.250 20.48
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 24.87 24.52
PP 24.74 24.04
S1 24.62 23.56

Download as Excel Spreadsheet

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

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