CBOE Volatility Index

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Trading Metrics calculated at close of trading on 23-Jan-2023
Day Change Summary Previous Current 20-Jan-2023 23-Jan-2023 Change Change % Previous Week Open 20.28 20.21 -0.07 -0.3% 19.89 High 20.68 20.33 -0.35 -1.7% 21.71 Low 19.41 19.55 0.14 0.7% 18.71 Close 19.85 19.81 -0.04 -0.2% 19.85 Range 1.27 0.78 -0.49 -38.6% 3.00 ATR 1.67 1.61 -0.06 -3.8% 0.00 Volume
Daily Pivots for day following 23-Jan-2023 Classic Woodie Camarilla DeMark R4 22.24 21.80 20.24 R3 21.46 21.02 20.02 R2 20.68 20.68 19.95 R1 20.24 20.24 19.88 20.07 PP 19.90 19.90 19.90 19.81 S1 19.46 19.46 19.74 19.29 S2 19.12 19.12 19.67 S3 18.34 18.68 19.60 S4 17.56 17.90 19.38	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 18.71 3.00 15.1% 1.29 6.5% 37% False False 10 22.46 18.01 4.45 22.5% 1.41 7.1% 40% False False 20 24.30 18.01 6.29 31.8% 1.48 7.5% 29% False False 40 25.84 18.01 7.83 39.5% 1.55 7.8% 23% False False 60 28.52 18.01 10.51 53.1% 1.55 7.8% 17% False False 80 34.88 18.01 16.87 85.2% 1.68 8.5% 11% False False 100 34.88 18.01 16.87 85.2% 1.85 9.3% 11% False False 120 34.88 18.01 16.87 85.2% 1.82 9.2% 11% 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 0.30 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 23.65 2.618 22.37 1.618 21.59 1.000 21.11 0.618 20.81 HIGH 20.33 0.618 20.03 0.500 19.94 0.382 19.85 LOW 19.55 0.618 19.07 1.000 18.77 1.618 18.29 2.618 17.51 4.250 16.24
Fisher Pivots for day following 23-Jan-2023 Pivot 1 day 3 day R1 19.94 20.56 PP 19.90 20.31 S1 19.85 20.06

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