CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 22.11 22.05 -0.06 -0.3% 27.77
High 25.21 22.93 -2.28 -9.0% 28.91
Low 21.60 20.57 -1.03 -4.8% 19.96
Close 21.74 20.60 -1.14 -5.2% 21.74
Range 3.61 2.36 -1.25 -34.6% 8.95
ATR 3.27 3.21 -0.07 -2.0% 0.00
Volume
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 28.45 26.88 21.90
R3 26.09 24.52 21.25
R2 23.73 23.73 21.03
R1 22.16 22.16 20.82 21.77
PP 21.37 21.37 21.37 21.17
S1 19.80 19.80 20.38 19.41
S2 19.01 19.01 20.17
S3 16.65 17.44 19.95
S4 14.29 15.08 19.30
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 50.39 45.01 26.66
R3 41.44 36.06 24.20
R2 32.49 32.49 23.38
R1 27.11 27.11 22.56 25.33
PP 23.54 23.54 23.54 22.64
S1 18.16 18.16 20.92 16.38
S2 14.59 14.59 20.10
S3 5.64 9.21 19.28
S4 -3.31 0.26 16.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.21 19.96 5.25 25.5% 3.20 15.5% 12% False False
10 29.91 19.96 9.95 48.3% 4.07 19.8% 6% False False
20 30.81 18.16 12.65 61.4% 3.39 16.5% 19% False False
40 30.81 17.06 13.75 66.7% 2.48 12.1% 26% False False
60 30.81 17.06 13.75 66.7% 2.09 10.2% 26% False False
80 30.81 17.06 13.75 66.7% 2.04 9.9% 26% False False
100 30.81 17.06 13.75 66.7% 1.93 9.4% 26% False False
120 34.53 17.06 17.47 84.8% 1.87 9.1% 20% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.65
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 32.96
2.618 29.11
1.618 26.75
1.000 25.29
0.618 24.39
HIGH 22.93
0.618 22.03
0.500 21.75
0.382 21.47
LOW 20.57
0.618 19.11
1.000 18.21
1.618 16.75
2.618 14.39
4.250 10.54
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 21.75 22.69
PP 21.37 21.99
S1 20.98 21.30

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

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