CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 19.05 18.64 -0.41 -2.2% 21.99
High 19.19 19.74 0.55 2.9% 22.02
Low 18.49 18.51 0.02 0.1% 18.16
Close 18.61 19.59 0.98 5.3% 18.49
Range 0.70 1.23 0.53 75.7% 3.86
ATR 1.58 1.56 -0.03 -1.6% 0.00
Volume
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 22.97 22.51 20.27
R3 21.74 21.28 19.93
R2 20.51 20.51 19.82
R1 20.05 20.05 19.70 20.28
PP 19.28 19.28 19.28 19.40
S1 18.82 18.82 19.48 19.05
S2 18.05 18.05 19.36
S3 16.82 17.59 19.25
S4 15.59 16.36 18.91
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 31.14 28.67 20.61
R3 27.28 24.81 19.55
R2 23.42 23.42 19.20
R1 20.95 20.95 18.84 20.26
PP 19.56 19.56 19.56 19.21
S1 17.09 17.09 18.14 16.40
S2 15.70 15.70 17.78
S3 11.84 13.23 17.43
S4 7.98 9.37 16.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.42 18.16 3.26 16.6% 1.30 6.6% 44% False False
10 23.63 18.16 5.47 27.9% 1.38 7.1% 26% False False
20 23.63 18.11 5.52 28.2% 1.53 7.8% 27% False False
40 23.63 17.06 6.57 33.5% 1.47 7.5% 39% False False
60 25.84 17.06 8.78 44.8% 1.54 7.9% 29% False False
80 26.59 17.06 9.53 48.6% 1.55 7.9% 27% False False
100 34.53 17.06 17.47 89.2% 1.53 7.8% 14% False False
120 34.88 17.06 17.82 91.0% 1.72 8.8% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 24.97
2.618 22.96
1.618 21.73
1.000 20.97
0.618 20.50
HIGH 19.74
0.618 19.27
0.500 19.13
0.382 18.98
LOW 18.51
0.618 17.75
1.000 17.28
1.618 16.52
2.618 15.29
4.250 13.28
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 19.44 19.38
PP 19.28 19.17
S1 19.13 18.96

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These figures are updated between 7pm and 10pm EST after a trading day.

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