CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 18.79 19.42 0.63 3.4% 22.05
High 20.03 20.08 0.05 0.2% 22.93
Low 18.58 19.00 0.42 2.3% 18.52
Close 19.00 19.08 0.08 0.4% 18.70
Range 1.45 1.08 -0.37 -25.5% 4.41
ATR 2.49 2.39 -0.10 -4.0% 0.00
Volume
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 22.63 21.93 19.67
R3 21.55 20.85 19.38
R2 20.47 20.47 19.28
R1 19.77 19.77 19.18 19.58
PP 19.39 19.39 19.39 19.29
S1 18.69 18.69 18.98 18.50
S2 18.31 18.31 18.88
S3 17.23 17.61 18.78
S4 16.15 16.53 18.49
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 33.28 30.40 21.13
R3 28.87 25.99 19.91
R2 24.46 24.46 19.51
R1 21.58 21.58 19.10 20.82
PP 20.05 20.05 20.05 19.67
S1 17.17 17.17 18.30 16.41
S2 15.64 15.64 17.89
S3 11.23 12.76 17.49
S4 6.82 8.35 16.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.08 18.52 1.56 8.2% 1.19 6.2% 36% True False
10 25.21 18.52 6.69 35.1% 1.85 9.7% 8% False False
20 30.81 18.52 12.29 64.4% 3.35 17.5% 5% False False
40 30.81 18.11 12.70 66.6% 2.42 12.7% 8% False False
60 30.81 17.06 13.75 72.1% 2.10 11.0% 15% False False
80 30.81 17.06 13.75 72.1% 1.99 10.4% 15% False False
100 30.81 17.06 13.75 72.1% 1.91 10.0% 15% False False
120 33.87 17.06 16.81 88.1% 1.83 9.6% 12% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 24.67
2.618 22.91
1.618 21.83
1.000 21.16
0.618 20.75
HIGH 20.08
0.618 19.67
0.500 19.54
0.382 19.41
LOW 19.00
0.618 18.33
1.000 17.92
1.618 17.25
2.618 16.17
4.250 14.41
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 19.54 19.31
PP 19.39 19.23
S1 19.23 19.16

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

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