CBOE Volatility Index

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Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary Previous Current 11-Jan-2023 12-Jan-2023 Change Change % Previous Week Open 20.80 21.56 0.76 3.7% 23.09 High 21.25 21.80 0.55 2.6% 23.76 Low 20.62 18.83 -1.79 -8.7% 21.00 Close 21.09 18.83 -2.26 -10.7% 21.13 Range 0.63 2.97 2.34 371.4% 2.76 ATR 1.62 1.72 0.10 5.9% 0.00 Volume
Daily Pivots for day following 12-Jan-2023 Classic Woodie Camarilla DeMark R4 28.73 26.75 20.46 R3 25.76 23.78 19.65 R2 22.79 22.79 19.37 R1 20.81 20.81 19.10 20.32 PP 19.82 19.82 19.82 19.57 S1 17.84 17.84 18.56 17.35 S2 16.85 16.85 18.29 S3 13.88 14.87 18.01 S4 10.91 11.90 17.20	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 22.90 18.83 4.07 21.6% 1.62 8.6% 0% False True 10 23.76 18.83 4.93 26.2% 1.32 7.0% 0% False True 20 24.30 18.83 5.47 29.0% 1.63 8.7% 0% False True 40 26.22 18.83 7.39 39.2% 1.59 8.4% 0% False True 60 31.93 18.83 13.10 69.6% 1.56 8.3% 0% False True 80 34.88 18.83 16.05 85.2% 1.83 9.7% 0% False True 100 34.88 18.83 16.05 85.2% 1.90 10.1% 0% False True 120 34.88 18.83 16.05 85.2% 1.82 9.7% 0% False True
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.23 Widest range in 13 trading days	Fibonacci Retracements and Extensions 4.250 34.42 2.618 29.58 1.618 26.61 1.000 24.77 0.618 23.64 HIGH 21.80 0.618 20.67 0.500 20.32 0.382 19.96 LOW 18.83 0.618 16.99 1.000 15.86 1.618 14.02 2.618 11.05 4.250 6.21
Fisher Pivots for day following 12-Jan-2023 Pivot 1 day 3 day R1 20.32 20.65 PP 19.82 20.04 S1 19.33 19.44

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