CBOE Volatility Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 9.1%

20-Day Historical Volatility: 1.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	31.37	33.01	1.64	5.2%	25.37
High	35.00	34.00	-1.00	-2.9%	29.63
Low	31.29	32.07	0.78	2.5%	23.74
Close	34.02	32.69	-1.33	-3.9%	27.75
Range	3.71	1.93	-1.78	-48.0%	5.89
ATR(14)	3.05	2.97	-0.08	-2.6%	2.73
Volume

Multi-Period Performance

1-Month (21d)

13.2%

3-Month (63d)

9.6%

6-Month (126d)

61.0%

1-Year (252d)

92.1%

Year-To-Date (YTD)

96.9%

52-Week Range

52W Low: 14.10 (131.8%)

Position (75%)

52W High: 38.93 (16.0%)

Daily Pivots for day following 14-Jun-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	38.71	37.63	33.75
R3	36.78	35.70	33.22
R2	34.85	34.85	33.04
R1	33.77	33.77	32.87	33.35
PP	32.92	32.92	32.92	32.71
S1	31.84	31.84	32.51	31.42
S2	30.99	30.99	32.34
S3	29.06	29.91	32.16
S4	27.13	27.98	31.63

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 14-Jun-2022

Pivot	1 Day	3 Day
R1	33.04	31.97
PP	32.92	31.25
S1	32.81	30.53

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	42.20
2.618	39.05
1.618	37.12
1.000	35.93
0.618	35.19
HIGH	34.00
0.618	33.26
0.500	33.04
0.382	32.81
LOW	32.07
0.618	30.88
1.000	30.14
1.618	28.95
2.618	27.02
4.250	23.87

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	28.90	3.79	13.1%	Above
10-Day SMA	26.88	5.81	21.6%	Above
20-Day SMA	27.54	5.15	18.7%	Above
50-Day SMA	27.11	5.58	20.6%	Above
100-Day SMA	26.89	5.80	21.6%	Above
200-Day SMA	23.15	9.54	41.2%	Above

Bollinger Bands (20, 2):

Upper: 33.03

Middle: 27.54

Lower: 22.05

Bandwidth: 39.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 29.37

Kijun-sen: 29.61

Span A: 29.49

Span B: 27.55

Chikou Span: 30.19

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

61.35

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.38

Signal: -0.29 · Hist: 0.67

Stochastic (14, 3)

Neutral

%K: 79.48

%D: 75.16

StochRSI (14)

Neutral

%K: 94.88

%D: 79.18

ADX (14) & Trend

Neutral

15.93

+DI: 33.94 · -DI: 15.59

CCI (20)

Oversold

154.29

Range -100 to +100

Williams %R (14)

Neutral

-20.52

Range -100 to 0

Ultimate Oscillator

Neutral

51.07

Periods: 7, 14, 28

ROC (12)

Bearish

18.87%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

5.85

Bull: 5.85 · Bear: 3.92

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	35.00	23.74	11.26	34.4%	2.54	7.8%	79%	False	False
10	35.00	23.74	11.26	34.4%	2.18	6.7%	79%	False	False
20	35.00	23.74	11.26	34.4%	2.47	7.6%	79%	False	False
40	36.64	19.75	16.89	51.7%	3.28	10.0%	77%	False	False
60	36.64	18.45	18.19	55.6%	2.96	9.0%	78%	False	False
80	37.79	18.45	19.34	59.2%	3.20	9.8%	74%	False	False
100	38.93	18.45	20.48	62.6%	3.44	10.5%	70%	False	False
120	38.93	16.34	22.59	69.1%	3.24	9.9%	72%	False	False

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