CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Dec-2022
Day Change Summary
Previous Current
22-Dec-2022 23-Dec-2022 Change Change % Previous Week
Open 20.08 22.17 2.09 10.4% 22.63
High 24.30 22.64 -1.66 -6.8% 24.30
Low 20.01 20.78 0.77 3.8% 19.94
Close 21.97 20.87 -1.10 -5.0% 20.87
Range 4.29 1.86 -2.43 -56.6% 4.36
ATR 2.01 2.00 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 27.01 25.80 21.89
R3 25.15 23.94 21.38
R2 23.29 23.29 21.21
R1 22.08 22.08 21.04 21.76
PP 21.43 21.43 21.43 21.27
S1 20.22 20.22 20.70 19.90
S2 19.57 19.57 20.53
S3 17.71 18.36 20.36
S4 15.85 16.50 19.85
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 34.78 32.19 23.27
R3 30.42 27.83 22.07
R2 26.06 26.06 21.67
R1 23.47 23.47 21.27 22.59
PP 21.70 21.70 21.70 21.26
S1 19.11 19.11 20.47 18.23
S2 17.34 17.34 20.07
S3 12.98 14.75 19.67
S4 8.62 10.39 18.47
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 20.9% 2.16 10.3% 21% False False
10 25.84 19.94 5.90 28.3% 2.23 10.7% 16% False False
20 25.84 18.95 6.89 33.0% 1.81 8.7% 28% False False
40 27.59 18.95 8.64 41.4% 1.69 8.1% 22% False False
60 34.53 18.95 15.58 74.7% 1.73 8.3% 12% False False
80 34.88 18.95 15.93 76.3% 1.97 9.4% 12% False False
100 34.88 18.95 15.93 76.3% 1.91 9.1% 12% False False
120 34.88 18.95 15.93 76.3% 1.86 8.9% 12% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.55
2.618 27.51
1.618 25.65
1.000 24.50
0.618 23.79
HIGH 22.64
0.618 21.93
0.500 21.71
0.382 21.49
LOW 20.78
0.618 19.63
1.000 18.92
1.618 17.77
2.618 15.91
4.250 12.88
Fisher Pivots for day following 23-Dec-2022
Pivot 1 day 3 day
R1 21.71 22.12
PP 21.43 21.70
S1 21.15 21.29

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

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