CBOE Volatility Index

Trading Metrics calculated at close of trading on 10-Jun-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.42)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 9.8%

20-Day Historical Volatility: 1.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	24.29	26.26	1.97	8.1%	25.37
High	26.24	29.63	3.39	12.9%	29.63
Low	23.82	26.05	2.23	9.4%	23.74
Close	26.09	27.75	1.66	6.4%	27.75
Range	2.42	3.58	1.16	47.9%	5.89
ATR(14)	2.67	2.73	0.07	2.5%	2.73
Volume

Multi-Period Performance

1-Month (21d)

-14.8%

3-Month (63d)

-9.8%

6-Month (126d)

28.6%

1-Year (252d)

77.3%

Year-To-Date (YTD)

67.2%

52-Week Range

52W Low: 14.10 (96.8%)

Position (55%)

52W High: 38.93 (28.7%)

Daily Pivots for day following 10-Jun-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	38.55	36.73	29.72
R3	34.97	33.15	28.73
R2	31.39	31.39	28.41
R1	29.57	29.57	28.08	30.48
PP	27.81	27.81	27.81	28.27
S1	25.99	25.99	27.42	26.90
S2	24.23	24.23	27.09
S3	20.65	22.41	26.77
S4	17.07	18.83	25.78

Weekly Pivots for week ending 10-Jun-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	44.71	42.12	30.99
R3	38.82	36.23	29.37
R2	32.93	32.93	28.83
R1	30.34	30.34	28.29	31.64
PP	27.04	27.04	27.04	27.69
S1	24.45	24.45	27.21	25.75
S2	21.15	21.15	26.67
S3	15.26	18.56	26.13
S4	9.37	12.67	24.51

Fisher Pivots for day following 10-Jun-2022

Pivot	1 Day	3 Day
R1	27.84	27.40
PP	27.81	27.04
S1	27.78	26.69

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	44.85
2.618	39.00
1.618	35.42
1.000	33.21
0.618	31.84
HIGH	29.63
0.618	28.26
0.500	27.84
0.382	27.42
LOW	26.05
0.618	23.84
1.000	22.47
1.618	20.26
2.618	16.68
4.250	10.84

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	25.38	2.37	9.3%	Above
10-Day SMA	25.44	2.31	9.1%	Above
20-Day SMA	27.02	0.73	2.7%	Above
50-Day SMA	26.58	1.17	4.4%	Above
100-Day SMA	26.72	1.03	3.8%	Above
200-Day SMA	23.00	4.75	20.7%	Above

Bollinger Bands (20, 2):

Upper: 30.98

Middle: 27.02

Lower: 23.06

Bandwidth: 29.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 26.69

Kijun-sen: 29.61

Span A: 28.15

Span B: 27.55

Chikou Span: 25.42

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

52.36

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.72

Signal: -0.56 · Hist: -0.16

Stochastic (14, 3)

Neutral

%K: 54.71

%D: 27.56

StochRSI (14)

Neutral

%K: 54.66

%D: 26.32

ADX (14) & Trend

Neutral

12.56

+DI: 27.75 · -DI: 19.70

CCI (20)

Neutral

16.84

Range -100 to +100

Williams %R (14)

Neutral

-45.29

Range -100 to 0

Ultimate Oscillator

Neutral

33.71

Periods: 7, 14, 28

ROC (12)

Bullish

-5.77%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

3.34

Bull: 3.34 · Bear: -0.24

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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 14 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	29.63	23.74	5.89	21.2%	2.08	7.5%	68%	True	False
10	29.63	23.74	5.89	21.2%	2.05	7.4%	68%	True	False
20	33.11	23.74	9.37	33.8%	2.46	8.8%	43%	False	False
40	36.64	19.75	16.89	60.9%	3.25	11.7%	47%	False	False
60	36.64	18.45	18.19	65.5%	2.95	10.6%	51%	False	False
80	37.79	18.45	19.34	69.7%	3.21	11.6%	48%	False	False
100	38.93	18.45	20.48	73.8%	3.45	12.4%	45%	False	False
120	38.93	16.34	22.59	81.4%	3.24	11.7%	51%	False	False

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