CBOE Volatility Index
Trading Metrics calculated at close of trading on 13-Jan-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.42)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.22
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 9.2%
20-Day Historical Volatility: 0.9%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-18.6%
3-Month (63d)
-42.5%
6-Month (126d)
-24.3%
1-Year (252d)
4.1%
Year-To-Date (YTD)
-19.9%
52-Week Range
52W Low: 17.45 (5.2%)
Position (4%)
52W High: 38.93 (52.9%)
Daily Pivots for day following 13-Jan-2023
Weekly Pivots for week ending 13-Jan-2023
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 25.36 |
| 2.618 | 23.08 |
| 1.618 | 21.68 |
| 1.000 | 20.81 |
| 0.618 | 20.28 |
| HIGH | 19.41 |
| 0.618 | 18.88 |
| 0.500 | 18.71 |
| 0.382 | 18.54 |
| LOW | 18.01 |
| 0.618 | 17.14 |
| 1.000 | 16.61 |
| 1.618 | 15.74 |
| 2.618 | 14.34 |
| 4.250 | 12.06 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 33.86 |
| 38.2% | 30.72 |
| 50.0% | 28.19 |
| 61.8% | 25.66 |
| 78.6% | 22.05 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 20.16 | -1.81 | -9.0% | Below |
| 10-Day SMA | 21.10 | -2.75 | -13.0% | Below |
| 20-Day SMA | 21.42 | -3.07 | -14.3% | Below |
| 50-Day SMA | 22.26 | -3.91 | -17.6% | Below |
| 100-Day SMA | 25.17 | -6.82 | -27.1% | Below |
| 200-Day SMA | 25.45 | -7.10 | -27.9% | Below |
Bollinger Bands (20, 2):
Upper: 23.81
Middle: 21.42
Lower: 19.04
Bandwidth: 22.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.89
Kijun-sen: 21.93
Span A: 21.41
Span B: 22.54
Chikou Span: 22.17
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral37.67
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.76
Signal: -0.49 · Hist: -0.27Stochastic (14, 3)
Neutral%K: 5.91
%D: 10.76StochRSI (14)
Neutral%K: 16.32
%D: 31.25ADX (14) & Trend
Neutral13.73
+DI: 14.32 · -DI: 27.82CCI (20)
Neutral-273.44
Range -100 to +100Williams %R (14)
Bullish-94.09
Range -100 to 0Ultimate Oscillator
Bearish26.00
Periods: 7, 14, 28ROC (12)
Bearish-15.24%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-1.40
Bull: -1.40 · Bear: -2.80High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 22.46 | 18.01 | 4.45 | 24.3% | 1.52 | 8.3% | 8% | False | True | 0 |
| 10 | 23.76 | 18.01 | 5.75 | 31.3% | 1.36 | 7.4% | 6% | False | True | 0 |
| 20 | 24.30 | 18.01 | 6.29 | 34.3% | 1.60 | 8.7% | 5% | False | True | 0 |
| 40 | 25.84 | 18.01 | 7.83 | 42.7% | 1.55 | 8.4% | 4% | False | True | 0 |
| 60 | 31.90 | 18.01 | 13.89 | 75.7% | 1.56 | 8.5% | 2% | False | True | 0 |
| 80 | 34.88 | 18.01 | 16.87 | 91.9% | 1.82 | 9.9% | 2% | False | True | 0 |
| 100 | 34.88 | 18.01 | 16.87 | 91.9% | 1.90 | 10.3% | 2% | False | True | 0 |
| 120 | 34.88 | 18.01 | 16.87 | 91.9% | 1.82 | 9.9% | 2% | False | True | 0 |