CBOE Volatility Index

Trading Metrics calculated at close of trading on 26-Apr-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.05)

Moving Averages

Neutral

0.00

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 9.6%

20-Day Historical Volatility: 0.9%

Day Change Summary (OHLC)

	Previous	Current
Metric	25-Apr-2023	26-Apr-2023	Change	Change %	Previous Week
Open	17.62	18.66	1.04	5.9%	17.58
High	19.86	19.61	-0.25	-1.3%	17.79
Low	17.33	17.87	0.54	3.1%	16.17
Close	18.76	18.84	0.08	0.4%	16.77
Range	2.53	1.74	-0.79	-31.2%	1.62
ATR(14)	1.81	1.81	-0.01	-0.3%	1.74
Volume

Multi-Period Performance

1-Month (21d)

-8.5%

3-Month (63d)

-1.3%

6-Month (126d)

-36.9%

1-Year (252d)

-30.3%

Year-To-Date (YTD)

-17.7%

52-Week Range

52W Low: 16.17 (16.5%)

Position (13%)

52W High: 36.64 (48.6%)

Daily Pivots for day following 26-Apr-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	23.99	23.16	19.80
R3	22.25	21.42	19.32
R2	20.51	20.51	19.16
R1	19.68	19.68	19.00	20.10
PP	18.77	18.77	18.77	18.98
S1	17.94	17.94	18.68	18.36
S2	17.03	17.03	18.52
S3	15.29	16.20	18.36
S4	13.55	14.46	17.88

Weekly Pivots for week ending 21-Apr-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	21.77	20.89	17.66
R3	20.15	19.27	17.22
R2	18.53	18.53	17.07
R1	17.65	17.65	16.92	17.28
PP	16.91	16.91	16.91	16.73
S1	16.03	16.03	16.62	15.66
S2	15.29	15.29	16.47
S3	13.67	14.41	16.32
S4	12.05	12.79	15.88

Fisher Pivots for day following 26-Apr-2023

Pivot	1 Day	3 Day
R1	18.81	18.66
PP	18.77	18.48
S1	18.74	18.30

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	27.01
2.618	24.17
1.618	22.43
1.000	21.35
0.618	20.69
HIGH	19.61
0.618	18.95
0.500	18.74
0.382	18.53
LOW	17.87
0.618	16.79
1.000	16.13
1.618	15.05
2.618	13.31
4.250	10.48

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	31.81
38.2%	28.82
50.0%	26.41
61.8%	23.99
78.6%	20.55

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	17.69	1.15	6.5%	Above
10-Day SMA	17.35	1.49	8.6%	Above
20-Day SMA	18.13	0.71	3.9%	Above
50-Day SMA	20.21	-1.37	-6.8%	Below
100-Day SMA	20.46	-1.62	-7.9%	Below
200-Day SMA	22.97	-4.13	-18.0%	Below

Bollinger Bands (20, 2):

Upper: 20.07

Middle: 18.13

Lower: 16.18

Bandwidth: 21.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 18.02

Kijun-sen: 20.69

Span A: 19.35

Span B: 23.49

Chikou Span: 24.15

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.23

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.81

Signal: -0.96 · Hist: 0.16

Stochastic (14, 3)

Neutral

%K: 68.81

%D: 51.16

StochRSI (14)

Neutral

%K: 80.12

%D: 59.27

ADX (14) & Trend

Neutral

14.44

+DI: 21.02 · -DI: 14.23

CCI (20)

Neutral

33.87

Range -100 to +100

Williams %R (14)

Neutral

-31.19

Range -100 to 0

Ultimate Oscillator

Neutral

37.48

Periods: 7, 14, 28

ROC (12)

Bearish

-0.69%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

1.61

Bull: 1.61 · Bear: -0.13

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest 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	19.86	16.33	3.53	18.7%	1.65	8.8%	71%	False	False
10	19.86	16.17	3.69	19.6%	1.38	7.3%	72%	False	False
20	20.08	16.17	3.91	20.8%	1.26	6.7%	68%	False	False
40	30.81	16.17	14.64	77.7%	2.33	12.4%	18%	False	False
60	30.81	16.17	14.64	77.7%	2.09	11.1%	18%	False	False
80	30.81	16.17	14.64	77.7%	1.89	10.0%	18%	False	False
100	30.81	16.17	14.64	77.7%	1.87	9.9%	18%	False	False
120	30.81	16.17	14.64	77.7%	1.82	9.7%	18%	False	False

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