CBOE Volatility Index

Trading Metrics calculated at close of trading on 09-Mar-2023

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	19.71	19.33	-0.38	-1.9%	21.99
High	20.01	23.14	3.13	15.6%	22.02
Low	19.00	18.88	-0.12	-0.6%	18.16
Close	19.11	22.61	3.50	18.3%	18.49
Range	1.01	4.26	3.25	321.8%	3.86
ATR	1.52	1.72	0.20	12.9%	0.00
Volume

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	34.32	32.73	24.95
R3	30.06	28.47	23.78
R2	25.80	25.80	23.39
R1	24.21	24.21	23.00	25.01
PP	21.54	21.54	21.54	21.94
S1	19.95	19.95	22.22	20.75
S2	17.28	17.28	21.83
S3	13.02	15.69	21.44
S4	8.76	11.43	20.27

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	31.14	28.67	20.61
R3	27.28	24.81	19.55
R2	23.42	23.42	19.20
R1	20.95	20.95	18.84	20.26
PP	19.56	19.56	19.56	19.21
S1	17.09	17.09	18.14	16.40
S2	15.70	15.70	17.78
S3	11.84	13.23	17.43
S4	7.98	9.37	16.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	23.14	18.16	4.98	22.0%	1.76	7.8%	89%	True	False
10	23.14	18.16	4.98	22.0%	1.60	7.1%	89%	True	False
20	23.63	18.11	5.52	24.4%	1.63	7.2%	82%	False	False
40	23.63	17.06	6.57	29.1%	1.53	6.8%	84%	False	False
60	25.84	17.06	8.78	38.8%	1.59	7.0%	63%	False	False
80	26.22	17.06	9.16	40.5%	1.55	6.9%	61%	False	False
100	32.98	17.06	15.92	70.4%	1.55	6.9%	35%	False	False
120	34.88	17.06	17.82	78.8%	1.74	7.7%	31%	False	False

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	0.13
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	41.25
2.618	34.29
1.618	30.03
1.000	27.40
0.618	25.77
HIGH	23.14
0.618	21.51
0.500	21.01
0.382	20.51
LOW	18.88
0.618	16.25
1.000	14.62
1.618	11.99
2.618	7.73
4.250	0.78

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	22.08	22.02
PP	21.54	21.42
S1	21.01	20.83

Download as Excel Spreadsheet

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

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