CBOE Volatility Index
Trading Metrics calculated at close of trading on 09-Jun-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
NEUTRAL(+0.05)
Moving Averages
Neutral
0.00
Oscillators
Neutral
0.00
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 10.2%
20-Day Historical Volatility: 1.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-20.9%
3-Month (63d)
-13.7%
6-Month (126d)
31.1%
1-Year (252d)
62.0%
Year-To-Date (YTD)
57.2%
52-Week Range
52W Low: 14.10 (85.0%)
Position (48%)
52W High: 38.93 (33.0%)
Daily Pivots for day following 09-Jun-2022
Weekly Pivots for week ending 03-Jun-2022
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 36.53 |
| 2.618 | 32.58 |
| 1.618 | 30.16 |
| 1.000 | 28.66 |
| 0.618 | 27.74 |
| HIGH | 26.24 |
| 0.618 | 25.32 |
| 0.500 | 25.03 |
| 0.382 | 24.74 |
| LOW | 23.82 |
| 0.618 | 22.32 |
| 1.000 | 21.40 |
| 1.618 | 19.90 |
| 2.618 | 17.48 |
| 4.250 | 13.54 |
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 | 24.79 | 1.30 | 5.3% | Above |
| 10-Day SMA | 25.42 | 0.67 | 2.6% | Above |
| 20-Day SMA | 27.22 | -1.13 | -4.2% | Below |
| 50-Day SMA | 26.41 | -0.32 | -1.2% | Below |
| 100-Day SMA | 26.67 | -0.58 | -2.2% | Below |
| 200-Day SMA | 22.94 | 3.15 | 13.7% | Above |
Bollinger Bands (20, 2):
Upper: 31.68
Middle: 27.22
Lower: 22.76
Bandwidth: 32.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 26.05
Kijun-sen: 29.61
Span A: 27.83
Span B: 27.55
Chikou Span: 29.25
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral47.67
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.93
Signal: -0.52 · Hist: -0.41Stochastic (14, 3)
Neutral%K: 25.63
%D: 9.83StochRSI (14)
Neutral%K: 21.33
%D: 9.28ADX (14) & Trend
Neutral12.22
+DI: 20.83 · -DI: 21.73CCI (20)
Neutral-72.50
Range -100 to +100Williams %R (14)
Neutral-74.37
Range -100 to 0Ultimate Oscillator
Bearish28.50
Periods: 7, 14, 28ROC (12)
Bullish-8.39%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control0.20
Bull: 0.20 · Bear: -2.22High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 26.24 | 23.74 | 2.50 | 9.6% | 1.60 | 6.1% | 94% | True | False | 0 |
| 10 | 28.46 | 23.74 | 4.72 | 18.1% | 1.83 | 7.0% | 50% | False | False | 0 |
| 20 | 34.76 | 23.74 | 11.02 | 42.2% | 2.43 | 9.3% | 21% | False | False | 0 |
| 40 | 36.64 | 19.75 | 16.89 | 64.7% | 3.24 | 12.4% | 38% | False | False | 0 |
| 60 | 36.64 | 18.45 | 18.19 | 69.7% | 2.95 | 11.3% | 42% | False | False | 0 |
| 80 | 37.79 | 18.45 | 19.34 | 74.1% | 3.20 | 12.3% | 40% | False | False | 0 |
| 100 | 38.93 | 18.45 | 20.48 | 78.5% | 3.43 | 13.1% | 37% | False | False | 0 |
| 120 | 38.93 | 16.34 | 22.59 | 86.6% | 3.24 | 12.4% | 43% | False | False | 0 |