CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 19.33 23.34 4.01 20.7% 19.05
High 23.14 28.97 5.83 25.2% 28.97
Low 18.88 21.79 2.91 15.4% 18.49
Close 22.61 24.80 2.19 9.7% 24.80
Range 4.26 7.18 2.92 68.5% 10.48
ATR 1.72 2.11 0.39 22.8% 0.00
Volume
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 46.73 42.94 28.75
R3 39.55 35.76 26.77
R2 32.37 32.37 26.12
R1 28.58 28.58 25.46 30.48
PP 25.19 25.19 25.19 26.13
S1 21.40 21.40 24.14 23.30
S2 18.01 18.01 23.48
S3 10.83 14.22 22.83
S4 3.65 7.04 20.85
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 55.53 50.64 30.56
R3 45.05 40.16 27.68
R2 34.57 34.57 26.72
R1 29.68 29.68 25.76 32.13
PP 24.09 24.09 24.09 25.31
S1 19.20 19.20 23.84 21.65
S2 13.61 13.61 22.88
S3 3.13 8.72 21.92
S4 -7.35 -1.76 19.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.97 18.49 10.48 42.3% 2.88 11.6% 60% True False
10 28.97 18.16 10.81 43.6% 2.16 8.7% 61% True False
20 28.97 18.11 10.86 43.8% 1.89 7.6% 62% True False
40 28.97 17.06 11.91 48.0% 1.70 6.8% 65% True False
60 28.97 17.06 11.91 48.0% 1.70 6.8% 65% True False
80 28.97 17.06 11.91 48.0% 1.62 6.5% 65% True False
100 32.59 17.06 15.53 62.6% 1.60 6.5% 50% False False
120 34.88 17.06 17.82 71.9% 1.78 7.2% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 212 trading days
Fibonacci Retracements and Extensions
4.250 59.49
2.618 47.77
1.618 40.59
1.000 36.15
0.618 33.41
HIGH 28.97
0.618 26.23
0.500 25.38
0.382 24.53
LOW 21.79
0.618 17.35
1.000 14.61
1.618 10.17
2.618 2.99
4.250 -8.73
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 25.38 24.51
PP 25.19 24.22
S1 24.99 23.93

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

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