CBOE Volatility Index

Trading Metrics calculated at close of trading on 01-Mar-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 13.4%

20-Day Historical Volatility: 1.4%

Day Change Summary (OHLC)

	Previous	Current
Metric	28-Feb-2022	01-Mar-2022	Change	Change %	Previous Week
Open	32.44	29.45	-2.99	-9.2%	31.80
High	33.51	35.19	1.68	5.0%	37.79
Low	28.43	29.44	1.01	3.6%	26.93
Close	30.15	33.32	3.17	10.5%	27.59
Range	5.08	5.75	0.67	13.2%	10.86
ATR(14)	4.38	4.48	0.10	2.2%	4.26
Volume

Multi-Period Performance

1-Month (21d)

20.5%

3-Month (63d)

45.1%

6-Month (126d)

105.8%

1-Year (252d)

38.3%

Year-To-Date (YTD)

100.7%

52-Week Range

52W Low: 14.10 (136.3%)

Position (77%)

52W High: 38.93 (14.4%)

Daily Pivots for day following 01-Mar-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	49.90	47.36	36.48
R3	44.15	41.61	34.90
R2	38.40	38.40	34.37
R1	35.86	35.86	33.85	37.13
PP	32.65	32.65	32.65	33.29
S1	30.11	30.11	32.79	31.38
S2	26.90	26.90	32.27
S3	21.15	24.36	31.74
S4	15.40	18.61	30.16

Weekly Pivots for week ending 25-Feb-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	63.35	56.33	33.56
R3	52.49	45.47	30.58
R2	41.63	41.63	29.58
R1	34.61	34.61	28.59	32.69
PP	30.77	30.77	30.77	29.81
S1	23.75	23.75	26.59	21.83
S2	19.91	19.91	25.60
S3	9.05	12.89	24.60
S4	-1.81	2.03	21.62

Fisher Pivots for day following 01-Mar-2022

Pivot	1 Day	3 Day
R1	32.99	32.57
PP	32.65	31.81
S1	32.32	31.06

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	59.63
2.618	50.24
1.618	44.49
1.000	40.94
0.618	38.74
HIGH	35.19
0.618	32.99
0.500	32.32
0.382	31.64
LOW	29.44
0.618	25.89
1.000	23.69
1.618	20.14
2.618	14.39
4.250	5.00

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	33.07
38.2%	29.44
50.0%	26.52
61.8%	23.59
78.6%	19.41

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	30.48	2.84	9.3%	Above
10-Day SMA	28.71	4.61	16.1%	Above
20-Day SMA	26.13	7.19	27.5%	Above
50-Day SMA	23.50	9.82	41.8%	Above
100-Day SMA	21.33	11.99	56.2%	Above
200-Day SMA	19.78	13.54	68.5%	Above

Bollinger Bands (20, 2):

Upper: 33.28

Middle: 26.13

Lower: 18.97

Bandwidth: 54.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 30.84

Kijun-sen: 29.43

Span A: 30.13

Span B: 27.64

Chikou Span: 28.85

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

63.24

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

1.99

Signal: 1.47 · Hist: 0.51

Stochastic (14, 3)

Neutral

%K: 74.97

%D: 58.36

StochRSI (14)

Neutral

%K: 79.96

%D: 80.07

ADX (14) & Trend

Strong Trend

31.99

+DI: 33.82 · -DI: 14.63

CCI (20)

Neutral

131.00

Range -100 to +100

Williams %R (14)

Neutral

-25.03

Range -100 to 0

Ultimate Oscillator

Neutral

40.10

Periods: 7, 14, 28

ROC (12)

Bearish

39.36%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

6.68

Bull: 6.68 · Bear: 0.93

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.44
Widest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	37.79	26.93	10.86	32.6%	5.62	16.9%	59%	False	False
10	37.79	23.88	13.91	41.7%	4.46	13.4%	68%	False	False
20	37.79	19.93	17.86	53.6%	4.01	12.0%	75%	False	False
40	38.93	16.34	22.59	67.8%	3.92	11.8%	75%	False	False
60	38.93	16.34	22.59	67.8%	3.59	10.8%	75%	False	False
80	38.93	14.73	24.20	72.6%	3.34	10.0%	77%	False	False
100	38.93	14.73	24.20	72.6%	2.96	8.9%	77%	False	False
120	38.93	14.73	24.20	72.6%	2.97	8.9%	77%	False	False

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