CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 22.22 20.80 -1.42 -6.4% 23.09
High 22.46 21.25 -1.21 -5.4% 23.76
Low 20.58 20.62 0.04 0.2% 21.00
Close 20.58 21.09 0.51 2.5% 21.13
Range 1.88 0.63 -1.25 -66.5% 2.76
ATR 1.69 1.62 -0.07 -4.3% 0.00
Volume
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 22.88 22.61 21.44
R3 22.25 21.98 21.26
R2 21.62 21.62 21.21
R1 21.35 21.35 21.15 21.49
PP 20.99 20.99 20.99 21.05
S1 20.72 20.72 21.03 20.86
S2 20.36 20.36 20.97
S3 19.73 20.09 20.92
S4 19.10 19.46 20.74
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 30.24 28.45 22.65
R3 27.48 25.69 21.89
R2 24.72 24.72 21.64
R1 22.93 22.93 21.38 22.45
PP 21.96 21.96 21.96 21.72
S1 20.17 20.17 20.88 19.69
S2 19.20 19.20 20.62
S3 16.44 17.41 20.37
S4 13.68 14.65 19.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.92 20.58 2.34 11.1% 1.21 5.8% 22% False False
10 23.76 20.58 3.18 15.1% 1.15 5.4% 16% False False
20 25.84 19.94 5.90 28.0% 1.70 8.1% 19% False False
40 26.22 18.95 7.27 34.5% 1.55 7.3% 29% False False
60 32.59 18.95 13.64 64.7% 1.54 7.3% 16% False False
80 34.88 18.95 15.93 75.5% 1.82 8.6% 13% False False
100 34.88 18.95 15.93 75.5% 1.89 8.9% 13% False False
120 34.88 18.95 15.93 75.5% 1.81 8.6% 13% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 308 trading days
Fibonacci Retracements and Extensions
4.250 23.93
2.618 22.90
1.618 22.27
1.000 21.88
0.618 21.64
HIGH 21.25
0.618 21.01
0.500 20.94
0.382 20.86
LOW 20.62
0.618 20.23
1.000 19.99
1.618 19.60
2.618 18.97
4.250 17.94
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 21.04 21.52
PP 20.99 21.38
S1 20.94 21.23

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

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