CBOE Volatility Index

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	16.94	17.30	0.36	2.1%	19.39
High	17.33	17.72	0.39	2.3%	20.05
Low	16.58	16.17	-0.41	-2.5%	17.07
Close	16.83	16.46	-0.37	-2.2%	17.07
Range	0.75	1.55	0.80	106.7%	2.98
ATR	1.84	1.82	-0.02	-1.1%	0.00
Volume

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	21.43	20.50	17.31
R3	19.88	18.95	16.89
R2	18.33	18.33	16.74
R1	17.40	17.40	16.60	17.09
PP	16.78	16.78	16.78	16.63
S1	15.85	15.85	16.32	15.54
S2	15.23	15.23	16.18
S3	13.68	14.30	16.03
S4	12.13	12.75	15.61

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	27.00	25.02	18.71
R3	24.02	22.04	17.89
R2	21.04	21.04	17.62
R1	19.06	19.06	17.34	18.56
PP	18.06	18.06	18.06	17.82
S1	16.08	16.08	16.80	15.58
S2	15.08	15.08	16.52
S3	12.10	13.10	16.25
S4	9.12	10.12	15.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19.06	16.17	2.89	17.6%	1.11	6.7%	10%	False	True
10	20.08	16.17	3.91	23.8%	1.17	7.1%	7%	False	True
20	25.21	16.17	9.04	54.9%	1.58	9.6%	3%	False	True
40	30.81	16.17	14.64	88.9%	2.31	14.0%	2%	False	True
60	30.81	16.17	14.64	88.9%	2.05	12.5%	2%	False	True
80	30.81	16.17	14.64	88.9%	1.91	11.6%	2%	False	True
100	30.81	16.17	14.64	88.9%	1.85	11.2%	2%	False	True
120	30.81	16.17	14.64	88.9%	1.80	10.9%	2%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	24.31
2.618	21.78
1.618	20.23
1.000	19.27
0.618	18.68
HIGH	17.72
0.618	17.13
0.500	16.95
0.382	16.76
LOW	16.17
0.618	15.21
1.000	14.62
1.618	13.66
2.618	12.11
4.250	9.58

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	16.95	16.98
PP	16.78	16.81
S1	16.62	16.63

Download as Excel Spreadsheet

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

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