CBOE Volatility Index
Trading Metrics calculated at close of trading on 12-Apr-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+0.67
Oscillators
Buy
+0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 11.8%
20-Day Historical Volatility: 1.0%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-23.6%
3-Month (63d)
31.8%
6-Month (126d)
22.2%
1-Year (252d)
42.8%
Year-To-Date (YTD)
46.1%
52-Week Range
52W Low: 14.10 (72.1%)
Position (41%)
52W High: 38.93 (37.7%)
Daily Pivots for day following 12-Apr-2022
Weekly Pivots for week ending 08-Apr-2022
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 38.60 |
| 2.618 | 33.52 |
| 1.618 | 30.41 |
| 1.000 | 28.49 |
| 0.618 | 27.30 |
| HIGH | 25.38 |
| 0.618 | 24.19 |
| 0.500 | 23.83 |
| 0.382 | 23.46 |
| LOW | 22.27 |
| 0.618 | 20.35 |
| 1.000 | 19.16 |
| 1.618 | 17.24 |
| 2.618 | 14.13 |
| 4.250 | 9.05 |
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 | 22.69 | 1.57 | 6.9% | Above |
| 10-Day SMA | 21.26 | 3.00 | 14.1% | Above |
| 20-Day SMA | 21.99 | 2.27 | 10.3% | Above |
| 50-Day SMA | 25.64 | -1.38 | -5.4% | Below |
| 100-Day SMA | 23.87 | 0.39 | 1.6% | Above |
| 200-Day SMA | 20.91 | 3.35 | 16.0% | Above |
Bollinger Bands (20, 2):
Upper: 26.47
Middle: 21.99
Lower: 17.51
Bandwidth: 40.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 21.92
Kijun-sen: 27.99
Span A: 24.95
Span B: 28.12
Chikou Span: 36.45
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral52.17
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-1.17
Signal: -1.69 · Hist: 0.52Stochastic (14, 3)
Neutral%K: 83.84
%D: 73.39StochRSI (14)
Neutral%K: 93.52
%D: 91.57ADX (14) & Trend
Neutral16.16
+DI: 25.96 · -DI: 17.08CCI (20)
Neutral59.24
Range -100 to +100Williams %R (14)
Bearish-16.16
Range -100 to 0Ultimate Oscillator
Neutral44.36
Periods: 7, 14, 28ROC (12)
Bullish16.58%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral3.05
Bull: 3.05 · Bear: -0.06High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 25.38 | 20.28 | 5.10 | 21.0% | 2.75 | 11.3% | 78% | True | False | 0 |
| 10 | 25.38 | 18.45 | 6.93 | 28.6% | 2.43 | 10.0% | 84% | True | False | 0 |
| 20 | 29.80 | 18.45 | 11.35 | 46.8% | 2.36 | 9.7% | 51% | False | False | 0 |
| 40 | 37.79 | 18.45 | 19.34 | 79.7% | 3.17 | 13.1% | 30% | False | False | 0 |
| 60 | 38.93 | 18.45 | 20.48 | 84.4% | 3.56 | 14.7% | 28% | False | False | 0 |
| 80 | 38.93 | 16.34 | 22.59 | 93.1% | 3.23 | 13.3% | 35% | False | False | 0 |
| 100 | 38.93 | 16.34 | 22.59 | 93.1% | 3.35 | 13.8% | 35% | False | False | 0 |
| 120 | 38.93 | 14.73 | 24.20 | 99.8% | 3.03 | 12.5% | 39% | False | False | 0 |