CBOE Volatility Index
Trading Metrics calculated at close of trading on 20-Jul-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.32)
Moving Averages
Strong Sell
-1.00
Oscillators
Buy
+0.11
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 9.4%
20-Day Historical Volatility: 1.0%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-25.5%
3-Month (63d)
11.7%
6-Month (126d)
4.8%
1-Year (252d)
21.0%
Year-To-Date (YTD)
43.9%
52-Week Range
52W Low: 14.73 (62.1%)
Position (38%)
52W High: 38.93 (38.7%)
Daily Pivots for day following 20-Jul-2022
Weekly Pivots for week ending 15-Jul-2022
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 30.38 |
| 2.618 | 28.21 |
| 1.618 | 26.88 |
| 1.000 | 26.06 |
| 0.618 | 25.55 |
| HIGH | 24.73 |
| 0.618 | 24.22 |
| 0.500 | 24.07 |
| 0.382 | 23.91 |
| LOW | 23.40 |
| 0.618 | 22.58 |
| 1.000 | 22.07 |
| 1.618 | 21.25 |
| 2.618 | 19.92 |
| 4.250 | 17.75 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 33.22 |
| 38.2% | 29.69 |
| 50.0% | 26.83 |
| 61.8% | 23.97 |
| 78.6% | 19.91 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 24.86 | -0.98 | -3.9% | Below |
| 10-Day SMA | 25.53 | -1.65 | -6.5% | Below |
| 20-Day SMA | 26.75 | -2.87 | -10.7% | Below |
| 50-Day SMA | 27.98 | -4.10 | -14.7% | Below |
| 100-Day SMA | 27.13 | -3.25 | -12.0% | Below |
| 200-Day SMA | 24.10 | -0.22 | -0.9% | Below |
Bollinger Bands (20, 2):
Upper: 29.86
Middle: 26.75
Lower: 23.64
Bandwidth: 23.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 26.23
Kijun-sen: 29.20
Span A: 27.72
Span B: 29.44
Chikou Span: 27.75
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral40.12
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.97
Signal: -0.64 · Hist: -0.33Stochastic (14, 3)
Neutral%K: 7.04
%D: 10.58StochRSI (14)
Neutral%K: 19.67
%D: 23.98ADX (14) & Trend
Neutral10.74
+DI: 16.91 · -DI: 24.28CCI (20)
Neutral-157.34
Range -100 to +100Williams %R (14)
Bullish-92.96
Range -100 to 0Ultimate Oscillator
Neutral32.07
Periods: 7, 14, 28ROC (12)
Bullish-14.59%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-1.13
Bull: -1.13 · Bear: -2.46High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 28.42 | 23.40 | 5.02 | 21.0% | 1.76 | 7.4% | 10% | False | True | 0 |
| 10 | 29.06 | 23.40 | 5.66 | 23.7% | 1.78 | 7.5% | 8% | False | True | 0 |
| 20 | 31.57 | 23.40 | 8.17 | 34.2% | 1.95 | 8.1% | 6% | False | True | 0 |
| 40 | 35.00 | 23.40 | 11.60 | 48.6% | 2.16 | 9.0% | 4% | False | True | 0 |
| 60 | 36.64 | 23.40 | 13.24 | 55.4% | 2.84 | 11.9% | 4% | False | True | 0 |
| 80 | 36.64 | 18.45 | 18.19 | 76.2% | 2.78 | 11.6% | 30% | False | False | 0 |
| 100 | 37.52 | 18.45 | 19.07 | 79.9% | 2.89 | 12.1% | 28% | False | False | 0 |
| 120 | 37.79 | 18.45 | 19.34 | 81.0% | 3.07 | 12.9% | 28% | False | False | 0 |