CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Dec-2022
Day Change Summary
Previous Current
21-Dec-2022 22-Dec-2022 Change Change % Previous Week
Open 21.25 20.08 -1.17 -5.5% 24.40
High 21.29 24.30 3.01 14.1% 25.84
Low 19.94 20.01 0.07 0.4% 21.12
Close 20.07 21.97 1.90 9.5% 22.62
Range 1.35 4.29 2.94 217.8% 4.72
ATR 1.83 2.01 0.18 9.6% 0.00
Volume
Daily Pivots for day following 22-Dec-2022
Classic Woodie Camarilla DeMark
R4 34.96 32.76 24.33
R3 30.67 28.47 23.15
R2 26.38 26.38 22.76
R1 24.18 24.18 22.36 25.28
PP 22.09 22.09 22.09 22.65
S1 19.89 19.89 21.58 20.99
S2 17.80 17.80 21.18
S3 13.51 15.60 20.79
S4 9.22 11.31 19.61
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 37.35 34.71 25.22
R3 32.63 29.99 23.92
R2 27.91 27.91 23.49
R1 25.27 25.27 23.05 24.23
PP 23.19 23.19 23.19 22.68
S1 20.55 20.55 22.19 19.51
S2 18.47 18.47 21.75
S3 13.75 15.83 21.32
S4 9.03 11.11 20.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.30 19.94 4.36 19.8% 2.13 9.7% 47% True False
10 25.84 19.94 5.90 26.9% 2.14 9.7% 34% False False
20 25.84 18.95 6.89 31.4% 1.75 8.0% 44% False False
40 27.67 18.95 8.72 39.7% 1.66 7.6% 35% False False
60 34.53 18.95 15.58 70.9% 1.73 7.9% 19% False False
80 34.88 18.95 15.93 72.5% 1.96 8.9% 19% False False
100 34.88 18.95 15.93 72.5% 1.91 8.7% 19% False False
120 34.88 18.95 15.93 72.5% 1.86 8.5% 19% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 42.53
2.618 35.53
1.618 31.24
1.000 28.59
0.618 26.95
HIGH 24.30
0.618 22.66
0.500 22.16
0.382 21.65
LOW 20.01
0.618 17.36
1.000 15.72
1.618 13.07
2.618 8.78
4.250 1.78
Fisher Pivots for day following 22-Dec-2022
Pivot 1 day 3 day
R1 22.16 22.12
PP 22.09 22.07
S1 22.03 22.02

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

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