CBOE Volatility Index
Trading Metrics calculated at close of trading on 03-Aug-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG SELL(-0.53)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.33
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 9.0%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-20.3%
3-Month (63d)
-25.0%
6-Month (126d)
-0.0%
1-Year (252d)
21.7%
Year-To-Date (YTD)
32.2%
52-Week Range
52W Low: 14.73 (49.0%)
Position (30%)
52W High: 38.93 (43.6%)
Daily Pivots for day following 03-Aug-2022
Weekly Pivots for week ending 29-Jul-2022
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 33.44 |
| 2.618 | 29.78 |
| 1.618 | 27.54 |
| 1.000 | 26.16 |
| 0.618 | 25.30 |
| HIGH | 23.92 |
| 0.618 | 23.06 |
| 0.500 | 22.80 |
| 0.382 | 22.54 |
| LOW | 21.68 |
| 0.618 | 20.30 |
| 1.000 | 19.44 |
| 1.618 | 18.06 |
| 2.618 | 15.82 |
| 4.250 | 12.16 |
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 | 22.48 | -0.53 | -2.3% | Below |
| 10-Day SMA | 22.98 | -1.03 | -4.5% | Below |
| 20-Day SMA | 24.26 | -2.31 | -9.5% | Below |
| 50-Day SMA | 26.49 | -4.54 | -17.1% | Below |
| 100-Day SMA | 26.24 | -4.29 | -16.4% | Below |
| 200-Day SMA | 24.28 | -2.33 | -9.6% | Below |
Bollinger Bands (20, 2):
Upper: 27.52
Middle: 24.26
Lower: 20.99
Bandwidth: 26.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 23.26
Kijun-sen: 25.72
Span A: 24.49
Span B: 28.11
Chikou Span: 26.95
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral40.43
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-1.29
Signal: -1.22 · Hist: -0.08Stochastic (14, 3)
Neutral%K: 13.43
%D: 23.97StochRSI (14)
Neutral%K: 67.28
%D: 45.99ADX (14) & Trend
Neutral13.43
+DI: 20.72 · -DI: 25.73CCI (20)
Neutral-96.39
Range -100 to +100Williams %R (14)
Neutral-86.57
Range -100 to 0Ultimate Oscillator
Neutral36.52
Periods: 7, 14, 28ROC (12)
Bearish-13.24%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control0.43
Bull: 0.43 · Bear: -1.81High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 24.68 | 21.21 | 3.47 | 15.8% | 1.51 | 6.9% | 21% | False | False | 0 |
| 10 | 25.31 | 21.21 | 4.10 | 18.7% | 1.49 | 6.8% | 18% | False | False | 0 |
| 20 | 29.06 | 21.21 | 7.85 | 35.8% | 1.64 | 7.5% | 9% | False | False | 0 |
| 40 | 35.00 | 21.21 | 13.79 | 62.8% | 2.06 | 9.4% | 5% | False | False | 0 |
| 60 | 35.48 | 21.21 | 14.27 | 65.0% | 2.25 | 10.3% | 5% | False | False | 0 |
| 80 | 36.64 | 19.75 | 16.89 | 76.9% | 2.67 | 12.2% | 13% | False | False | 0 |
| 100 | 36.64 | 18.45 | 18.19 | 82.9% | 2.63 | 12.0% | 19% | False | False | 0 |
| 120 | 37.79 | 18.45 | 19.34 | 88.1% | 2.91 | 13.3% | 18% | False | False | 0 |