CBOE Volatility Index
Trading Metrics calculated at close of trading on 19-Jan-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.16)
Moving Averages
Sell
-0.33
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 8.3%
20-Day Historical Volatility: 0.9%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-9.3%
3-Month (63d)
-32.7%
6-Month (126d)
-14.1%
1-Year (252d)
-10.0%
Year-To-Date (YTD)
-10.4%
52-Week Range
52W Low: 18.01 (13.9%)
Position (12%)
52W High: 38.93 (47.3%)
Daily Pivots for day following 19-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 | 28.26 |
| 2.618 | 25.74 |
| 1.618 | 24.20 |
| 1.000 | 23.25 |
| 0.618 | 22.66 |
| HIGH | 21.71 |
| 0.618 | 21.12 |
| 0.500 | 20.94 |
| 0.382 | 20.76 |
| LOW | 20.17 |
| 0.618 | 19.22 |
| 1.000 | 18.63 |
| 1.618 | 17.68 |
| 2.618 | 16.14 |
| 4.250 | 13.63 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 33.99 |
| 38.2% | 30.94 |
| 50.0% | 28.47 |
| 61.8% | 26.00 |
| 78.6% | 22.49 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 19.48 | 1.04 | 5.3% | Above |
| 10-Day SMA | 20.46 | 0.06 | 0.3% | Above |
| 20-Day SMA | 21.04 | -0.52 | -2.5% | Below |
| 50-Day SMA | 21.95 | -1.43 | -6.5% | Below |
| 100-Day SMA | 25.09 | -4.57 | -18.2% | Below |
| 200-Day SMA | 25.46 | -4.94 | -19.4% | Below |
Bollinger Bands (20, 2):
Upper: 23.38
Middle: 21.04
Lower: 18.70
Bandwidth: 22.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.46
Kijun-sen: 21.93
Span A: 21.19
Span B: 22.44
Chikou Span: 22.83
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral46.99
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.71
Signal: -0.62 · Hist: -0.09Stochastic (14, 3)
Neutral%K: 43.65
%D: 35.88StochRSI (14)
Neutral%K: 50.85
%D: 30.27ADX (14) & Trend
Neutral14.83
+DI: 19.04 · -DI: 24.07CCI (20)
Neutral-36.05
Range -100 to +100Williams %R (14)
Neutral-56.35
Range -100 to 0Ultimate Oscillator
Neutral32.47
Periods: 7, 14, 28ROC (12)
Bearish-5.31%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control1.15
Bull: 1.15 · Bear: -0.39High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21.80 | 18.01 | 3.79 | 18.5% | 1.76 | 8.6% | 66% | False | False | 0 |
| 10 | 22.92 | 18.01 | 4.91 | 23.9% | 1.49 | 7.2% | 51% | False | False | 0 |
| 20 | 24.30 | 18.01 | 6.29 | 30.7% | 1.55 | 7.6% | 40% | False | False | 0 |
| 40 | 25.84 | 18.01 | 7.83 | 38.2% | 1.58 | 7.7% | 32% | False | False | 0 |
| 60 | 30.95 | 18.01 | 12.94 | 63.1% | 1.57 | 7.6% | 19% | False | False | 0 |
| 80 | 34.88 | 18.01 | 16.87 | 82.2% | 1.74 | 8.5% | 15% | False | False | 0 |
| 100 | 34.88 | 18.01 | 16.87 | 82.2% | 1.89 | 9.2% | 15% | False | False | 0 |
| 120 | 34.88 | 18.01 | 16.87 | 82.2% | 1.82 | 8.9% | 15% | False | False | 0 |