CBOE Volatility Index

Trading Metrics calculated at close of trading on 15-Sep-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 7.9%

20-Day Historical Volatility: 0.9%

Day Change Summary (OHLC)

	Previous	Current
Metric	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	26.73	26.10	-0.63	-2.4%	25.46
High	27.56	26.93	-0.63	-2.3%	27.80
Low	26.16	25.44	-0.72	-2.8%	22.64
Close	26.16	26.27	0.11	0.4%	22.79
Range	1.40	1.49	0.09	6.4%	5.16
ATR(14)	2.13	2.09	-0.05	-2.1%	2.04
Volume

Multi-Period Performance

1-Month (21d)

33.4%

3-Month (63d)

-11.3%

6-Month (126d)

-1.5%

1-Year (252d)

44.5%

Year-To-Date (YTD)

58.3%

52-Week Range

52W Low: 14.73 (78.3%)

Position (48%)

52W High: 38.93 (32.5%)

Daily Pivots for day following 15-Sep-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	30.68	29.97	27.09
R3	29.19	28.48	26.68
R2	27.70	27.70	26.54
R1	26.99	26.99	26.41	27.35
PP	26.21	26.21	26.21	26.39
S1	25.50	25.50	26.13	25.86
S2	24.72	24.72	26.00
S3	23.23	24.01	25.86
S4	21.74	22.52	25.45

Weekly Pivots for week ending 09-Sep-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	39.89	36.50	25.63
R3	34.73	31.34	24.21
R2	29.57	29.57	23.74
R1	26.18	26.18	23.26	25.30
PP	24.41	24.41	24.41	23.97
S1	21.02	21.02	22.32	20.14
S2	19.25	19.25	21.84
S3	14.09	15.86	21.37
S4	8.93	10.70	19.95

Fisher Pivots for day following 15-Sep-2022

Pivot	1 Day	3 Day
R1	26.24	26.13
PP	26.21	25.98
S1	26.19	25.84

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	33.26
2.618	30.83
1.618	29.34
1.000	28.42
0.618	27.85
HIGH	26.93
0.618	26.36
0.500	26.19
0.382	26.01
LOW	25.44
0.618	24.52
1.000	23.95
1.618	23.03
2.618	21.54
4.250	19.11

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	25.27	1.00	3.9%	Above
10-Day SMA	25.26	1.02	4.0%	Above
20-Day SMA	24.45	1.82	7.4%	Above
50-Day SMA	23.58	2.69	11.4%	Above
100-Day SMA	26.26	0.01	0.0%	Above
200-Day SMA	25.14	1.13	4.5%	Above

Bollinger Bands (20, 2):

Upper: 28.57

Middle: 24.45

Lower: 20.33

Bandwidth: 33.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 25.40

Kijun-sen: 23.64

Span A: 24.52

Span B: 24.46

Chikou Span: 21.77

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

56.74

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.74

Signal: 0.55 · Hist: 0.20

Stochastic (14, 3)

Neutral

%K: 70.99

%D: 75.57

StochRSI (14)

Neutral

%K: 70.24

%D: 54.81

ADX (14) & Trend

Strong Trend

22.40

+DI: 31.55 · -DI: 19.12

CCI (20)

Neutral

71.09

Range -100 to +100

Williams %R (14)

Neutral

-29.01

Range -100 to 0

Ultimate Oscillator

Neutral

43.53

Periods: 7, 14, 28

ROC (12)

Bearish

0.23%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

1.90

Bull: 1.90 · Bear: 0.41

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	28.15	22.64	5.51	21.0%	1.90	7.2%	66%	False	False
10	28.15	22.64	5.51	21.0%	2.22	8.4%	66%	False	False
20	28.15	19.43	8.72	33.2%	2.08	7.9%	78%	False	False
40	28.15	19.12	9.03	34.4%	1.76	6.7%	79%	False	False
60	31.57	19.12	12.45	47.4%	1.82	6.9%	57%	False	False
80	35.00	19.12	15.88	60.4%	1.96	7.4%	45%	False	False
100	36.64	19.12	17.52	66.7%	2.41	9.2%	41%	False	False
120	36.64	18.45	18.19	69.2%	2.44	9.3%	43%	False	False

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