CBOE Volatility Index

Trading Metrics calculated at close of trading on 14-Mar-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)

Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 12.8%

20-Day Historical Volatility: 1.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	11-Mar-2022	14-Mar-2022	Change	Change %	Previous Week
Open	30.43	31.03	0.60	2.0%	35.88
High	31.01	33.18	2.17	7.0%	37.52
Low	28.84	30.06	1.22	4.2%	28.84
Close	30.75	31.77	1.02	3.3%	30.75
Range	2.17	3.12	0.95	43.8%	8.68
ATR(14)	4.14	4.07	-0.07	-1.8%	4.14
Volume

Multi-Period Performance

1-Month (21d)

32.9%

3-Month (63d)

70.0%

6-Month (126d)

64.0%

1-Year (252d)

58.6%

Year-To-Date (YTD)

91.4%

52-Week Range

52W Low: 14.10 (125.3%)

Position (71%)

52W High: 38.93 (18.4%)

Daily Pivots for day following 14-Mar-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	41.03	39.52	33.49
R3	37.91	36.40	32.63
R2	34.79	34.79	32.34
R1	33.28	33.28	32.06	34.04
PP	31.67	31.67	31.67	32.05
S1	30.16	30.16	31.48	30.92
S2	28.55	28.55	31.20
S3	25.43	27.04	30.91
S4	22.31	23.92	30.05

Weekly Pivots for week ending 11-Mar-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	58.41	53.26	35.52
R3	49.73	44.58	33.14
R2	41.05	41.05	32.34
R1	35.90	35.90	31.55	34.14
PP	32.37	32.37	32.37	31.49
S1	27.22	27.22	29.95	25.46
S2	23.69	23.69	29.16
S3	15.01	18.54	28.36
S4	6.33	9.86	25.98

Fisher Pivots for day following 14-Mar-2022

Pivot	1 Day	3 Day
R1	31.72	31.66
PP	31.67	31.55
S1	31.62	31.44

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	46.44
2.618	41.35
1.618	38.23
1.000	36.30
0.618	35.11
HIGH	33.18
0.618	31.99
0.500	31.62
0.382	31.25
LOW	30.06
0.618	28.13
1.000	26.94
1.618	25.01
2.618	21.89
4.250	16.80

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	32.07	-0.30	-0.9%	Below
10-Day SMA	32.33	-0.56	-1.7%	Below
20-Day SMA	30.27	1.50	5.0%	Above
50-Day SMA	25.87	5.90	22.8%	Above
100-Day SMA	22.61	9.16	40.5%	Above
200-Day SMA	20.35	11.42	56.1%	Above

Bollinger Bands (20, 2):

Upper: 35.98

Middle: 30.27

Lower: 24.56

Bandwidth: 37.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 33.18

Kijun-sen: 28.86

Span A: 31.02

Span B: 27.64

Chikou Span: 24.35

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

55.04

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

1.89

Signal: 2.06 · Hist: -0.17

Stochastic (14, 3)

Neutral

%K: 44.57

%D: 37.83

StochRSI (14)

Neutral

%K: 9.07

%D: 17.90

ADX (14) & Trend

Neutral

34.51

+DI: 29.48 · -DI: 15.10

CCI (20)

Neutral

35.04

Range -100 to +100

Williams %R (14)

Neutral

-55.43

Range -100 to 0

Ultimate Oscillator

Neutral

46.53

Periods: 7, 14, 28

ROC (12)

Bullish

4.78%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

1.97

Bull: 1.97 · Bear: -1.15

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	0.68
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	37.52	28.84	8.68	27.3%	3.31	10.4%	34%	False	False
10	37.52	28.84	8.68	27.3%	3.64	11.5%	34%	False	False
20	37.79	23.88	13.91	43.8%	3.95	12.4%	57%	False	False
40	38.93	19.05	19.88	62.6%	4.12	13.0%	64%	False	False
60	38.93	16.34	22.59	71.1%	3.52	11.1%	68%	False	False
80	38.93	16.28	22.65	71.3%	3.56	11.2%	68%	False	False
100	38.93	14.73	24.20	76.2%	3.13	9.8%	70%	False	False
120	38.93	14.73	24.20	76.2%	3.00	9.4%	70%	False	False

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API