CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 19.39 19.08 -0.31 -1.6% 19.79
High 20.05 19.28 -0.77 -3.8% 20.08
Low 18.93 18.56 -0.37 -2.0% 18.35
Close 18.97 19.10 0.13 0.7% 18.40
Range 1.12 0.72 -0.40 -35.7% 1.73
ATR 2.28 2.17 -0.11 -4.9% 0.00
Volume
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 21.14 20.84 19.50
R3 20.42 20.12 19.30
R2 19.70 19.70 19.23
R1 19.40 19.40 19.17 19.55
PP 18.98 18.98 18.98 19.06
S1 18.68 18.68 19.03 18.83
S2 18.26 18.26 18.97
S3 17.54 17.96 18.90
S4 16.82 17.24 18.70
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 24.13 23.00 19.35
R3 22.40 21.27 18.88
R2 20.67 20.67 18.72
R1 19.54 19.54 18.56 19.24
PP 18.94 18.94 18.94 18.80
S1 17.81 17.81 18.24 17.51
S2 17.21 17.21 18.08
S3 15.48 16.08 17.92
S4 13.75 14.35 17.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.08 18.35 1.73 9.1% 1.18 6.2% 43% False False
10 21.40 18.35 3.05 16.0% 1.12 5.9% 25% False False
20 29.91 18.35 11.56 60.5% 2.59 13.6% 6% False False
40 30.81 18.11 12.70 66.5% 2.38 12.4% 8% False False
60 30.81 17.06 13.75 72.0% 2.06 10.8% 15% False False
80 30.81 17.06 13.75 72.0% 1.95 10.2% 15% False False
100 30.81 17.06 13.75 72.0% 1.87 9.8% 15% False False
120 31.93 17.06 14.87 77.9% 1.81 9.5% 14% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 22.34
2.618 21.16
1.618 20.44
1.000 20.00
0.618 19.72
HIGH 19.28
0.618 19.00
0.500 18.92
0.382 18.84
LOW 18.56
0.618 18.12
1.000 17.84
1.618 17.40
2.618 16.68
4.250 15.50
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 19.04 19.20
PP 18.98 19.17
S1 18.92 19.13

Download as Excel Spreadsheet

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

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