CBOE Volatility Index
Trading Metrics calculated at close of trading on 16-Aug-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.32)
Moving Averages
Strong Sell
-1.00
Oscillators
Neutral
0.00
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 8.6%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-22.2%
3-Month (63d)
-28.3%
6-Month (126d)
-30.5%
1-Year (252d)
22.1%
Year-To-Date (YTD)
18.6%
52-Week Range
52W Low: 14.73 (33.7%)
Position (20%)
52W High: 38.93 (49.4%)
Daily Pivots for day following 16-Aug-2022
Weekly Pivots for week ending 12-Aug-2022
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 24.17 |
| 2.618 | 22.72 |
| 1.618 | 21.83 |
| 1.000 | 21.28 |
| 0.618 | 20.94 |
| HIGH | 20.39 |
| 0.618 | 20.05 |
| 0.500 | 19.95 |
| 0.382 | 19.84 |
| LOW | 19.50 |
| 0.618 | 18.95 |
| 1.000 | 18.61 |
| 1.618 | 18.06 |
| 2.618 | 17.17 |
| 4.250 | 15.72 |
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 | 19.82 | -0.13 | -0.7% | Below |
| 10-Day SMA | 20.67 | -0.98 | -4.7% | Below |
| 20-Day SMA | 21.92 | -2.23 | -10.2% | Below |
| 50-Day SMA | 25.36 | -5.67 | -22.4% | Below |
| 100-Day SMA | 25.70 | -6.01 | -23.4% | Below |
| 200-Day SMA | 24.49 | -4.80 | -19.6% | Below |
Bollinger Bands (20, 2):
Upper: 24.99
Middle: 21.92
Lower: 18.86
Bandwidth: 27.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.89
Kijun-sen: 24.09
Span A: 22.49
Span B: 27.06
Chikou Span: 26.17
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral36.86
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-1.59
Signal: -1.49 · Hist: -0.10Stochastic (14, 3)
Neutral%K: 10.25
%D: 10.60StochRSI (14)
Bullish%K: 13.23
%D: 11.93ADX (14) & Trend
Neutral18.13
+DI: 16.14 · -DI: 26.87CCI (20)
Neutral-119.42
Range -100 to +100Williams %R (14)
Neutral-89.75
Range -100 to 0Ultimate Oscillator
Bearish28.27
Periods: 7, 14, 28ROC (12)
Bullish-7.69%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-0.69
Bull: -0.69 · Bear: -1.58High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 22.34 | 19.12 | 3.22 | 16.4% | 1.48 | 7.5% | 18% | False | False | 0 |
| 10 | 23.92 | 19.12 | 4.80 | 24.4% | 1.47 | 7.5% | 12% | False | False | 0 |
| 20 | 25.31 | 19.12 | 6.19 | 31.4% | 1.44 | 7.3% | 9% | False | False | 0 |
| 40 | 31.57 | 19.12 | 12.45 | 63.2% | 1.69 | 8.6% | 5% | False | False | 0 |
| 60 | 35.00 | 19.12 | 15.88 | 80.7% | 1.97 | 10.0% | 4% | False | False | 0 |
| 80 | 36.64 | 19.12 | 17.52 | 89.0% | 2.54 | 12.9% | 3% | False | False | 0 |
| 100 | 36.64 | 18.45 | 18.19 | 92.4% | 2.52 | 12.8% | 7% | False | False | 0 |
| 120 | 37.79 | 18.45 | 19.34 | 98.2% | 2.71 | 13.8% | 6% | False | False | 0 |