CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Jan-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 13.7%

20-Day Historical Volatility: 2.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	16.57	17.07	0.50	3.0%	19.37
High	17.81	20.17	2.36	13.3%	19.41
Low	16.34	16.58	0.24	1.5%	16.62
Close	16.91	19.73	2.82	16.7%	17.22
Range	1.47	3.59	2.12	144.2%	2.79
ATR(14)	2.64	2.71	0.07	2.6%	2.79
Volume

Multi-Period Performance

1-Month (21d)

-27.4%

3-Month (63d)

-6.0%

6-Month (126d)

3.8%

1-Year (252d)

-21.3%

Year-To-Date (YTD)

18.9%

52-Week Range

52W Low: 14.10 (39.9%)

Position (24%)

52W High: 37.51 (47.4%)

Daily Pivots for day following 05-Jan-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	29.60	28.25	21.70
R3	26.01	24.66	20.72
R2	22.42	22.42	20.39
R1	21.07	21.07	20.06	21.75
PP	18.83	18.83	18.83	19.16
S1	17.48	17.48	19.40	18.16
S2	15.24	15.24	19.07
S3	11.65	13.89	18.74
S4	8.06	10.30	17.76

Weekly Pivots for week ending 31-Dec-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	26.12	24.46	18.75
R3	23.33	21.67	17.99
R2	20.54	20.54	17.73
R1	18.88	18.88	17.48	18.32
PP	17.75	17.75	17.75	17.47
S1	16.09	16.09	16.96	15.53
S2	14.96	14.96	16.71
S3	12.17	13.30	16.45
S4	9.38	10.51	15.69

Fisher Pivots for day following 05-Jan-2022

Pivot	1 Day	3 Day
R1	19.28	19.24
PP	18.83	18.75
S1	18.38	18.26

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	35.43
2.618	29.57
1.618	25.98
1.000	23.76
0.618	22.39
HIGH	20.17
0.618	18.80
0.500	18.38
0.382	17.95
LOW	16.58
0.618	14.36
1.000	12.99
1.618	10.77
2.618	7.18
4.250	1.32

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	17.56	2.17	12.4%	Above
10-Day SMA	17.66	2.08	11.8%	Above
20-Day SMA	19.21	0.52	2.7%	Above
50-Day SMA	19.55	0.18	0.9%	Above
100-Day SMA	19.18	0.55	2.9%	Above
200-Day SMA	18.55	1.18	6.3%	Above

Bollinger Bands (20, 2):

Upper: 22.98

Middle: 19.21

Lower: 15.45

Bandwidth: 39.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 18.26

Kijun-sen: 25.83

Span A: 22.04

Span B: 25.03

Chikou Span: 22.96

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.86

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.93

Signal: -0.72 · Hist: -0.21

Stochastic (14, 3)

Neutral

%K: 30.68

%D: 12.07

StochRSI (14)

Neutral

%K: 30.43

%D: 13.84

ADX (14) & Trend

Neutral

18.35

+DI: 26.02 · -DI: 18.70

CCI (20)

Neutral

-28.57

Range -100 to +100

Williams %R (14)

Neutral

-69.32

Range -100 to 0

Ultimate Oscillator

Neutral

39.62

Periods: 7, 14, 28

ROC (12)

Bullish

-8.53%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

1.62

Bull: 1.62 · Bear: -1.97

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 11 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	20.17	16.34	3.83	19.4%	1.90	9.6%	89%	True	False
10	21.36	16.34	5.02	25.4%	1.77	9.0%	68%	False	False
20	27.39	16.34	11.05	56.0%	2.44	12.4%	31%	False	False
40	35.32	16.03	19.29	97.8%	2.82	14.3%	19%	False	False
60	35.32	14.73	20.59	104.4%	2.34	11.9%	24%	False	False
80	35.32	14.73	20.59	104.4%	2.48	12.5%	24%	False	False
100	35.32	14.73	20.59	104.4%	2.42	12.3%	24%	False	False
120	35.32	14.73	20.59	104.4%	2.31	11.7%	24%	False	False

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