CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Mar-2023
Day Change Summary
Previous Current
14-Mar-2023 15-Mar-2023 Change Change % Previous Week
Open 26.85 23.21 -3.64 -13.6% 19.05
High 27.24 29.91 2.67 9.8% 28.97
Low 22.27 23.19 0.92 4.1% 18.49
Close 23.73 26.14 2.41 10.2% 24.80
Range 4.97 6.72 1.75 35.2% 10.48
ATR 2.63 2.92 0.29 11.1% 0.00
Volume
Daily Pivots for day following 15-Mar-2023
Classic Woodie Camarilla DeMark
R4 46.57 43.08 29.84
R3 39.85 36.36 27.99
R2 33.13 33.13 27.37
R1 29.64 29.64 26.76 31.39
PP 26.41 26.41 26.41 27.29
S1 22.92 22.92 25.52 24.67
S2 19.69 19.69 24.91
S3 12.97 16.20 24.29
S4 6.25 9.48 22.44
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 18.88 11.93 45.6% 6.02 23.0% 61% False False
10 30.81 18.16 12.65 48.4% 3.65 14.0% 63% False False
20 30.81 18.11 12.70 48.6% 2.56 9.8% 63% False False
40 30.81 17.06 13.75 52.6% 2.03 7.8% 66% False False
60 30.81 17.06 13.75 52.6% 1.86 7.1% 66% False False
80 30.81 17.06 13.75 52.6% 1.79 6.9% 66% False False
100 31.32 17.06 14.26 54.6% 1.74 6.7% 64% False False
120 34.88 17.06 17.82 68.2% 1.86 7.1% 51% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.47
2.618 47.50
1.618 40.78
1.000 36.63
0.618 34.06
HIGH 29.91
0.618 27.34
0.500 26.55
0.382 25.76
LOW 23.19
0.618 19.04
1.000 16.47
1.618 12.32
2.618 5.60
4.250 -5.37
Fisher Pivots for day following 15-Mar-2023
Pivot 1 day 3 day
R1 26.55 26.54
PP 26.41 26.41
S1 26.28 26.27

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

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