CBOE Volatility Index

Trading Metrics calculated at close of trading on 20-Jan-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 11.2%

20-Day Historical Volatility: 1.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	19-Jan-2022	20-Jan-2022	Change	Change %	Previous Week
Open	23.12	23.46	0.34	1.5%	19.58
High	23.96	25.89	1.93	8.1%	23.33
Low	21.85	21.68	-0.17	-0.8%	17.36
Close	23.85	25.59	1.74	7.3%	19.19
Range	2.11	4.21	2.10	99.5%	5.97
ATR(14)	2.76	2.86	0.10	3.8%	2.72
Volume

Multi-Period Performance

1-Month (21d)

11.9%

3-Month (63d)

65.2%

6-Month (126d)

44.7%

1-Year (252d)

20.0%

Year-To-Date (YTD)

54.2%

52-Week Range

52W Low: 14.10 (81.5%)

Position (49%)

52W High: 37.51 (31.8%)

Daily Pivots for day following 20-Jan-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	37.02	35.51	27.91
R3	32.81	31.30	26.75
R2	28.60	28.60	26.36
R1	27.09	27.09	25.98	27.85
PP	24.39	24.39	24.39	24.76
S1	22.88	22.88	25.20	23.64
S2	20.18	20.18	24.82
S3	15.97	18.67	24.43
S4	11.76	14.46	23.27

Weekly Pivots for week ending 14-Jan-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	37.87	34.50	22.47
R3	31.90	28.53	20.83
R2	25.93	25.93	20.28
R1	22.56	22.56	19.74	21.26
PP	19.96	19.96	19.96	19.31
S1	16.59	16.59	18.64	15.29
S2	13.99	13.99	18.10
S3	8.02	10.62	17.55
S4	2.05	4.65	15.91

Fisher Pivots for day following 20-Jan-2022

Pivot	1 Day	3 Day
R1	24.99	24.91
PP	24.39	24.22
S1	23.79	23.54

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	43.78
2.618	36.91
1.618	32.70
1.000	30.10
0.618	28.49
HIGH	25.89
0.618	24.28
0.500	23.79
0.382	23.29
LOW	21.68
0.618	19.08
1.000	17.47
1.618	14.87
2.618	10.66
4.250	3.79

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	22.35	3.24	14.5%	Above
10-Day SMA	20.55	5.04	24.5%	Above
20-Day SMA	19.10	6.49	34.0%	Above
50-Day SMA	20.41	5.18	25.4%	Above
100-Day SMA	19.41	6.18	31.8%	Above
200-Day SMA	18.63	6.96	37.3%	Above

Bollinger Bands (20, 2):

Upper: 23.83

Middle: 19.10

Lower: 14.38

Bandwidth: 49.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 21.63

Kijun-sen: 21.87

Span A: 21.75

Span B: 25.14

Chikou Span: 20.31

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

64.13

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.73

Signal: -0.10 · Hist: 0.83

Stochastic (14, 3)

Neutral

%K: 96.86

%D: 95.90

StochRSI (14)

Neutral

%K: 100.00

%D: 93.51

ADX (14) & Trend

Strong Trend

23.96

+DI: 32.11 · -DI: 12.32

CCI (20)

Neutral

218.64

Range -100 to +100

Williams %R (14)

Bearish

-3.14

Range -100 to 0

Ultimate Oscillator

Neutral

55.47

Periods: 7, 14, 28

ROC (12)

Bullish

54.16%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

5.03

Bull: 5.03 · Bear: 0.82

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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Widest range in 21 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	25.89	17.45	8.44	33.0%	2.89	11.3%	96%	True	False
10	25.89	17.36	8.53	33.3%	2.68	10.5%	96%	True	False
20	25.89	16.34	9.55	37.3%	2.23	8.7%	97%	True	False
40	35.32	16.34	18.98	74.2%	3.11	12.1%	49%	False	False
60	35.32	14.73	20.59	80.5%	2.57	10.1%	53%	False	False
80	35.32	14.73	20.59	80.5%	2.47	9.7%	53%	False	False
100	35.32	14.73	20.59	80.5%	2.42	9.5%	53%	False	False
120	35.32	14.73	20.59	80.5%	2.34	9.2%	53%	False	False

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