CBOE Volatility Index
Trading Metrics calculated at close of trading on 30-Dec-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.21)
Moving Averages
Strong Sell
-1.00
Oscillators
Buy
+0.22
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 16.7%
20-Day Historical Volatility: 2.0%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-36.3%
3-Month (63d)
-25.1%
6-Month (126d)
12.0%
1-Year (252d)
-23.9%
Year-To-Date (YTD)
-35.7%
52-Week Range
52W Low: 14.10 (22.9%)
Position (14%)
52W High: 37.51 (53.8%)
Daily Pivots for day following 30-Dec-2021
Weekly Pivots for week ending 24-Dec-2021
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 22.76 |
| 2.618 | 20.85 |
| 1.618 | 19.68 |
| 1.000 | 18.96 |
| 0.618 | 18.51 |
| HIGH | 17.79 |
| 0.618 | 17.34 |
| 0.500 | 17.21 |
| 0.382 | 17.07 |
| LOW | 16.62 |
| 0.618 | 15.90 |
| 1.000 | 15.45 |
| 1.618 | 14.73 |
| 2.618 | 13.56 |
| 4.250 | 11.65 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 31.99 |
| 38.2% | 28.57 |
| 50.0% | 25.81 |
| 61.8% | 23.04 |
| 78.6% | 19.11 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 17.49 | -0.16 | -0.9% | Below |
| 10-Day SMA | 19.21 | -1.88 | -9.8% | Below |
| 20-Day SMA | 21.07 | -3.74 | -17.8% | Below |
| 50-Day SMA | 19.36 | -2.03 | -10.5% | Below |
| 100-Day SMA | 19.11 | -1.78 | -9.3% | Below |
| 200-Day SMA | 18.61 | -1.28 | -6.9% | Below |
Bollinger Bands (20, 2):
Upper: 28.33
Middle: 21.07
Lower: 13.81
Bandwidth: 68.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 22.01
Kijun-sen: 25.97
Span A: 23.99
Span B: 25.03
Chikou Span: 19.17
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral43.47
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.92
Signal: -0.26 · Hist: -0.65Stochastic (14, 3)
Bullish%K: 6.59
%D: 3.05StochRSI (14)
Bullish%K: 3.21
%D: 1.07ADX (14) & Trend
Neutral21.96
+DI: 23.55 · -DI: 21.56CCI (20)
Overbought-104.56
Range -100 to +100Williams %R (14)
Bullish-93.41
Range -100 to 0Ultimate Oscillator
Bearish22.25
Periods: 7, 14, 28ROC (12)
Bearish-14.67%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-1.42
Bull: -1.42 · Bear: -2.59High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 19.41 | 16.62 | 2.79 | 16.1% | 1.32 | 7.6% | 25% | False | True | 0 |
| 10 | 27.39 | 16.62 | 10.77 | 62.1% | 2.24 | 12.9% | 7% | False | True | 0 |
| 20 | 35.32 | 16.62 | 18.70 | 107.9% | 3.03 | 17.5% | 4% | False | True | 0 |
| 40 | 35.32 | 14.73 | 20.59 | 118.8% | 2.77 | 16.0% | 13% | False | False | 0 |
| 60 | 35.32 | 14.73 | 20.59 | 118.8% | 2.36 | 13.6% | 13% | False | False | 0 |
| 80 | 35.32 | 14.73 | 20.59 | 118.8% | 2.51 | 14.5% | 13% | False | False | 0 |
| 100 | 35.32 | 14.73 | 20.59 | 118.8% | 2.37 | 13.7% | 13% | False | False | 0 |
| 120 | 35.32 | 14.73 | 20.59 | 118.8% | 2.30 | 13.3% | 13% | False | False | 0 |