CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 23.34 24.05 0.71 3.0% 19.05
High 28.97 30.81 1.84 6.4% 28.97
Low 21.79 23.85 2.06 9.5% 18.49
Close 24.80 26.52 1.72 6.9% 24.80
Range 7.18 6.96 -0.22 -3.1% 10.48
ATR 2.11 2.45 0.35 16.5% 0.00
Volume
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 47.94 44.19 30.35
R3 40.98 37.23 28.43
R2 34.02 34.02 27.80
R1 30.27 30.27 27.16 32.15
PP 27.06 27.06 27.06 28.00
S1 23.31 23.31 25.88 25.19
S2 20.10 20.10 25.24
S3 13.14 16.35 24.61
S4 6.18 9.39 22.69
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 30.81 18.51 12.30 46.4% 4.13 15.6% 65% True False
10 30.81 18.16 12.65 47.7% 2.72 10.2% 66% True False
20 30.81 18.11 12.70 47.9% 2.16 8.2% 66% True False
40 30.81 17.06 13.75 51.8% 1.80 6.8% 69% True False
60 30.81 17.06 13.75 51.8% 1.74 6.6% 69% True False
80 30.81 17.06 13.75 51.8% 1.69 6.4% 69% True False
100 31.93 17.06 14.87 56.1% 1.65 6.2% 64% False False
120 34.88 17.06 17.82 67.2% 1.82 6.9% 53% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.39
2.618 49.03
1.618 42.07
1.000 37.77
0.618 35.11
HIGH 30.81
0.618 28.15
0.500 27.33
0.382 26.51
LOW 23.85
0.618 19.55
1.000 16.89
1.618 12.59
2.618 5.63
4.250 -5.73
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 27.33 25.96
PP 27.06 25.40
S1 26.79 24.85

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

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