CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Feb-2023
Day Change Summary
Previous Current
17-Feb-2023 21-Feb-2023 Change Change % Previous Week
Open 20.94 21.80 0.86 4.1% 21.66
High 21.30 23.34 2.04 9.6% 21.69
Low 19.82 21.80 1.98 10.0% 18.11
Close 20.02 22.87 2.85 14.2% 20.02
Range 1.48 1.54 0.06 4.1% 3.58
ATR 1.65 1.77 0.12 7.2% 0.00
Volume
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 27.29 26.62 23.72
R3 25.75 25.08 23.29
R2 24.21 24.21 23.15
R1 23.54 23.54 23.01 23.88
PP 22.67 22.67 22.67 22.84
S1 22.00 22.00 22.73 22.34
S2 21.13 21.13 22.59
S3 19.59 20.46 22.45
S4 18.05 18.92 22.02
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 30.68 28.93 21.99
R3 27.10 25.35 21.00
R2 23.52 23.52 20.68
R1 21.77 21.77 20.35 20.86
PP 19.94 19.94 19.94 19.48
S1 18.19 18.19 19.69 17.28
S2 16.36 16.36 19.36
S3 12.78 14.61 19.04
S4 9.20 11.03 18.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.34 18.11 5.23 22.9% 1.73 7.5% 91% True False
10 23.34 18.11 5.23 22.9% 1.67 7.3% 91% True False
20 23.34 17.06 6.28 27.5% 1.54 6.7% 93% True False
40 24.30 17.06 7.24 31.7% 1.51 6.6% 80% False False
60 25.84 17.06 8.78 38.4% 1.54 6.7% 66% False False
80 28.52 17.06 11.46 50.1% 1.55 6.8% 51% False False
100 34.88 17.06 17.82 77.9% 1.65 7.2% 33% False False
120 34.88 17.06 17.82 77.9% 1.80 7.9% 33% False False
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.89
2.618 27.37
1.618 25.83
1.000 24.88
0.618 24.29
HIGH 23.34
0.618 22.75
0.500 22.57
0.382 22.39
LOW 21.80
0.618 20.85
1.000 20.26
1.618 19.31
2.618 17.77
4.250 15.26
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 22.77 22.18
PP 22.67 21.48
S1 22.57 20.79

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

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