CBOE Volatility Index

Trading Metrics calculated at close of trading on 16-Sep-2022

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.47)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 8.0%

20-Day Historical Volatility: 0.9%

Day Change Summary (OHLC)

	Previous	Current
Metric	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	26.10	27.47	1.37	5.2%	23.58
High	26.93	28.45	1.52	5.6%	28.45
Low	25.44	26.14	0.70	2.8%	23.16
Close	26.27	26.30	0.03	0.1%	26.30
Range	1.49	2.31	0.82	55.0%	5.29
ATR(14)	2.09	2.10	0.02	0.8%	2.10
Volume

Multi-Period Performance

1-Month (21d)

32.2%

3-Month (63d)

-20.2%

6-Month (126d)

2.5%

1-Year (252d)

40.7%

Year-To-Date (YTD)

58.4%

52-Week Range

52W Low: 14.73 (78.5%)

Position (48%)

52W High: 38.93 (32.4%)

Daily Pivots for day following 16-Sep-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	33.89	32.41	27.57
R3	31.58	30.10	26.94
R2	29.27	29.27	26.72
R1	27.79	27.79	26.51	27.38
PP	26.96	26.96	26.96	26.76
S1	25.48	25.48	26.09	25.07
S2	24.65	24.65	25.88
S3	22.34	23.17	25.66
S4	20.03	20.86	25.03

Weekly Pivots for week ending 16-Sep-2022

Level	Classic	Woodie	Camarilla	DeMark
R4	41.84	39.36	29.21
R3	36.55	34.07	27.75
R2	31.26	31.26	27.27
R1	28.78	28.78	26.78	30.02
PP	25.97	25.97	25.97	26.59
S1	23.49	23.49	25.82	24.73
S2	20.68	20.68	25.33
S3	15.39	18.20	24.85
S4	10.10	12.91	23.39

Fisher Pivots for day following 16-Sep-2022

Pivot	1 Day	3 Day
R1	27.30	26.95
PP	26.96	26.73
S1	26.63	26.52

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	38.27
2.618	34.50
1.618	32.19
1.000	30.76
0.618	29.88
HIGH	28.45
0.618	27.57
0.500	27.30
0.382	27.02
LOW	26.14
0.618	24.71
1.000	23.83
1.618	22.40
2.618	20.09
4.250	16.32

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	25.97	0.33	1.3%	Above
10-Day SMA	25.33	0.97	3.8%	Above
20-Day SMA	24.79	1.51	6.1%	Above
50-Day SMA	23.58	2.72	11.5%	Above
100-Day SMA	26.26	0.04	0.2%	Above
200-Day SMA	25.14	1.16	4.6%	Above

Bollinger Bands (20, 2):

Upper: 28.31

Middle: 24.79

Lower: 21.27

Bandwidth: 28.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 25.55

Kijun-sen: 23.79

Span A: 24.67

Span B: 24.09

Chikou Span: 19.74

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

56.83

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.78

Signal: 0.60 · Hist: 0.19

Stochastic (14, 3)

Neutral

%K: 62.99

%D: 67.76

StochRSI (14)

Neutral

%K: 62.89

%D: 63.49

ADX (14) & Trend

Strong Trend

23.09

+DI: 34.24 · -DI: 17.62

CCI (20)

Neutral

96.29

Range -100 to +100

Williams %R (14)

Neutral

-37.01

Range -100 to 0

Ultimate Oscillator

Neutral

41.47

Periods: 7, 14, 28

ROC (12)

Bullish

0.34%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

3.24

Bull: 3.24 · Bear: 0.93

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	0.51
Widest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	28.45	23.16	5.29	20.1%	2.18	8.3%	59%	True	False
10	28.45	22.64	5.81	22.1%	2.23	8.5%	63%	True	False
20	28.45	20.08	8.37	31.8%	2.14	8.1%	74%	True	False
40	28.45	19.12	9.33	35.5%	1.77	6.7%	77%	True	False
60	30.22	19.12	11.10	42.2%	1.81	6.9%	65%	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	66.6%	2.38	9.1%	41%	False	False
120	36.64	18.45	18.19	69.2%	2.44	9.3%	43%	False	False

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