CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Jan-2023
Day Change Summary
Previous Current
19-Jan-2023 20-Jan-2023 Change Change % Previous Week
Open 20.43 20.28 -0.15 -0.7% 19.89
High 21.71 20.68 -1.03 -4.7% 21.71
Low 20.17 19.41 -0.76 -3.8% 18.71
Close 20.52 19.85 -0.67 -3.3% 19.85
Range 1.54 1.27 -0.27 -17.5% 3.00
ATR 1.71 1.67 -0.03 -1.8% 0.00
Volume
Daily Pivots for day following 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 23.79 23.09 20.55
R3 22.52 21.82 20.20
R2 21.25 21.25 20.08
R1 20.55 20.55 19.97 20.27
PP 19.98 19.98 19.98 19.84
S1 19.28 19.28 19.73 19.00
S2 18.71 18.71 19.62
S3 17.44 18.01 19.50
S4 16.17 16.74 19.15
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 29.09 27.47 21.50
R3 26.09 24.47 20.68
R2 23.09 23.09 20.40
R1 21.47 21.47 20.13 20.78
PP 20.09 20.09 20.09 19.75
S1 18.47 18.47 19.58 17.78
S2 17.09 17.09 19.30
S3 14.09 15.47 19.03
S4 11.09 12.47 18.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.71 18.01 3.70 18.6% 1.42 7.1% 50% False False
10 22.90 18.01 4.89 24.6% 1.52 7.6% 38% False False
20 24.30 18.01 6.29 31.7% 1.51 7.6% 29% False False
40 25.84 18.01 7.83 39.4% 1.56 7.9% 23% False False
60 30.00 18.01 11.99 60.4% 1.57 7.9% 15% False False
80 34.88 18.01 16.87 85.0% 1.72 8.6% 11% False False
100 34.88 18.01 16.87 85.0% 1.86 9.4% 11% False False
120 34.88 18.01 16.87 85.0% 1.82 9.2% 11% 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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 26.08
2.618 24.00
1.618 22.73
1.000 21.95
0.618 21.46
HIGH 20.68
0.618 20.19
0.500 20.05
0.382 19.90
LOW 19.41
0.618 18.63
1.000 18.14
1.618 17.36
2.618 16.09
4.250 14.01
Fisher Pivots for day following 20-Jan-2023
Pivot 1 day 3 day
R1 20.05 20.21
PP 19.98 20.09
S1 19.92 19.97

Download as Excel Spreadsheet

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

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