CBOE Volatility Index
Trading Metrics calculated at close of trading on 18-Aug-2022
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.37)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 8.3%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-18.1%
3-Month (63d)
-36.8%
6-Month (126d)
-19.5%
1-Year (252d)
-9.3%
Year-To-Date (YTD)
17.8%
52-Week Range
52W Low: 14.73 (32.8%)
Position (20%)
52W High: 38.93 (49.8%)
Daily Pivots for day following 18-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 | 25.63 |
| 2.618 | 23.70 |
| 1.618 | 22.52 |
| 1.000 | 21.79 |
| 0.618 | 21.34 |
| HIGH | 20.61 |
| 0.618 | 20.16 |
| 0.500 | 20.02 |
| 0.382 | 19.88 |
| LOW | 19.43 |
| 0.618 | 18.70 |
| 1.000 | 18.25 |
| 1.618 | 17.52 |
| 2.618 | 16.34 |
| 4.250 | 14.42 |
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 | 19.73 | -0.17 | -0.8% | Below |
| 10-Day SMA | 20.28 | -0.72 | -3.5% | Below |
| 20-Day SMA | 21.55 | -1.99 | -9.2% | Below |
| 50-Day SMA | 25.17 | -5.61 | -22.3% | Below |
| 100-Day SMA | 25.67 | -6.11 | -23.8% | Below |
| 200-Day SMA | 24.52 | -4.96 | -20.2% | Below |
Bollinger Bands (20, 2):
Upper: 24.66
Middle: 21.55
Lower: 18.43
Bandwidth: 28.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.73
Kijun-sen: 23.77
Span A: 22.25
Span B: 27.06
Chikou Span: 26.82
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral36.84
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-1.54
Signal: -1.51 · Hist: -0.03Stochastic (14, 3)
Neutral%K: 7.91
%D: 10.73StochRSI (14)
Bullish%K: 18.22
%D: 17.39ADX (14) & Trend
Neutral18.65
+DI: 15.48 · -DI: 24.15CCI (20)
Neutral-99.39
Range -100 to +100Williams %R (14)
Neutral-92.09
Range -100 to 0Ultimate Oscillator
Bearish26.40
Periods: 7, 14, 28ROC (12)
Bearish-18.26%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-0.11
Bull: -0.11 · Bear: -1.29High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21.16 | 19.12 | 2.04 | 10.4% | 1.17 | 6.0% | 22% | False | False | 0 |
| 10 | 22.58 | 19.12 | 3.46 | 17.7% | 1.36 | 7.0% | 13% | False | False | 0 |
| 20 | 25.31 | 19.12 | 6.19 | 31.6% | 1.40 | 7.2% | 7% | False | False | 0 |
| 40 | 30.22 | 19.12 | 11.10 | 56.7% | 1.65 | 8.4% | 4% | False | False | 0 |
| 60 | 35.00 | 19.12 | 15.88 | 81.2% | 1.90 | 9.7% | 3% | False | False | 0 |
| 80 | 36.64 | 19.12 | 17.52 | 89.6% | 2.44 | 12.5% | 3% | False | False | 0 |
| 100 | 36.64 | 18.45 | 18.19 | 93.0% | 2.50 | 12.8% | 6% | False | False | 0 |
| 120 | 37.52 | 18.45 | 19.07 | 97.5% | 2.62 | 13.4% | 6% | False | False | 0 |