CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Mar-2023
Day Change Summary
Previous Current
29-Mar-2023 30-Mar-2023 Change Change % Previous Week
Open 19.39 19.12 -0.27 -1.4% 27.77
High 19.45 20.08 0.63 3.2% 28.91
Low 19.09 18.85 -0.24 -1.3% 19.96
Close 19.12 19.02 -0.10 -0.5% 21.74
Range 0.36 1.23 0.87 241.7% 8.95
ATR 2.93 2.80 -0.12 -4.1% 0.00
Volume
Daily Pivots for day following 30-Mar-2023
Classic Woodie Camarilla DeMark
R4 23.01 22.24 19.70
R3 21.78 21.01 19.36
R2 20.55 20.55 19.25
R1 19.78 19.78 19.13 19.55
PP 19.32 19.32 19.32 19.20
S1 18.55 18.55 18.91 18.32
S2 18.09 18.09 18.79
S3 16.86 17.32 18.68
S4 15.63 16.09 18.34
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 50.39 45.01 26.66
R3 41.44 36.06 24.20
R2 32.49 32.49 23.38
R1 27.11 27.11 22.56 25.33
PP 23.54 23.54 23.54 22.64
S1 18.16 18.16 20.92 16.38
S2 14.59 14.59 20.10
S3 5.64 9.21 19.28
S4 -3.31 0.26 16.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.21 18.85 6.36 33.4% 1.81 9.5% 3% False True
10 28.91 18.85 10.06 52.9% 2.76 14.5% 2% False True
20 30.81 18.16 12.65 66.5% 3.34 17.5% 7% False False
40 30.81 17.06 13.75 72.3% 2.45 12.9% 14% False False
60 30.81 17.06 13.75 72.3% 2.10 11.0% 14% False False
80 30.81 17.06 13.75 72.3% 2.00 10.5% 14% False False
100 30.81 17.06 13.75 72.3% 1.92 10.1% 14% False False
120 34.53 17.06 17.47 91.9% 1.86 9.8% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.31
2.618 23.30
1.618 22.07
1.000 21.31
0.618 20.84
HIGH 20.08
0.618 19.61
0.500 19.47
0.382 19.32
LOW 18.85
0.618 18.09
1.000 17.62
1.618 16.86
2.618 15.63
4.250 13.62
Fisher Pivots for day following 30-Mar-2023
Pivot 1 day 3 day
R1 19.47 20.13
PP 19.32 19.76
S1 19.17 19.39

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

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