CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 19.71 19.33 -0.38 -1.9% 21.99
High 20.01 23.14 3.13 15.6% 22.02
Low 19.00 18.88 -0.12 -0.6% 18.16
Close 19.11 22.61 3.50 18.3% 18.49
Range 1.01 4.26 3.25 321.8% 3.86
ATR 1.52 1.72 0.20 12.9% 0.00
Volume
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 34.32 32.73 24.95
R3 30.06 28.47 23.78
R2 25.80 25.80 23.39
R1 24.21 24.21 23.00 25.01
PP 21.54 21.54 21.54 21.94
S1 19.95 19.95 22.22 20.75
S2 17.28 17.28 21.83
S3 13.02 15.69 21.44
S4 8.76 11.43 20.27
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 23.14 18.16 4.98 22.0% 1.76 7.8% 89% True False
10 23.14 18.16 4.98 22.0% 1.60 7.1% 89% True False
20 23.63 18.11 5.52 24.4% 1.63 7.2% 82% False False
40 23.63 17.06 6.57 29.1% 1.53 6.8% 84% False False
60 25.84 17.06 8.78 38.8% 1.59 7.0% 63% False False
80 26.22 17.06 9.16 40.5% 1.55 6.9% 61% False False
100 32.98 17.06 15.92 70.4% 1.55 6.9% 35% False False
120 34.88 17.06 17.82 78.8% 1.74 7.7% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 41.25
2.618 34.29
1.618 30.03
1.000 27.40
0.618 25.77
HIGH 23.14
0.618 21.51
0.500 21.01
0.382 20.51
LOW 18.88
0.618 16.25
1.000 14.62
1.618 11.99
2.618 7.73
4.250 0.78
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 22.08 22.02
PP 21.54 21.42
S1 21.01 20.83

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

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