CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jan-2023
Day Change Summary
Previous Current
26-Jan-2023 27-Jan-2023 Change Change % Previous Week
Open 19.05 18.90 -0.15 -0.8% 20.21
High 19.48 19.00 -0.48 -2.5% 20.88
Low 18.67 17.97 -0.70 -3.7% 17.97
Close 18.73 18.51 -0.22 -1.2% 18.51
Range 0.81 1.03 0.22 27.2% 2.91
ATR 1.57 1.53 -0.04 -2.4% 0.00
Volume
Daily Pivots for day following 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 21.58 21.08 19.08
R3 20.55 20.05 18.79
R2 19.52 19.52 18.70
R1 19.02 19.02 18.60 18.76
PP 18.49 18.49 18.49 18.36
S1 17.99 17.99 18.42 17.73
S2 17.46 17.46 18.32
S3 16.43 16.96 18.23
S4 15.40 15.93 17.94
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 27.85 26.09 20.11
R3 24.94 23.18 19.31
R2 22.03 22.03 19.04
R1 20.27 20.27 18.78 19.70
PP 19.12 19.12 19.12 18.83
S1 17.36 17.36 18.24 16.79
S2 16.21 16.21 17.98
S3 13.30 14.45 17.71
S4 10.39 11.54 16.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.88 17.97 2.91 15.7% 1.21 6.5% 19% False True
10 21.71 17.97 3.74 20.2% 1.31 7.1% 14% False True
20 23.76 17.97 5.79 31.3% 1.31 7.1% 9% False True
40 25.84 17.97 7.87 42.5% 1.59 8.6% 7% False True
60 26.87 17.97 8.90 48.1% 1.56 8.4% 6% False True
80 34.53 17.97 16.56 89.5% 1.56 8.4% 3% False True
100 34.88 17.97 16.91 91.4% 1.81 9.8% 3% False True
120 34.88 17.97 16.91 91.4% 1.80 9.8% 3% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23.38
2.618 21.70
1.618 20.67
1.000 20.03
0.618 19.64
HIGH 19.00
0.618 18.61
0.500 18.49
0.382 18.36
LOW 17.97
0.618 17.33
1.000 16.94
1.618 16.30
2.618 15.27
4.250 13.59
Fisher Pivots for day following 27-Jan-2023
Pivot 1 day 3 day
R1 18.50 19.43
PP 18.49 19.12
S1 18.49 18.82

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

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