CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Apr-2023
Day Change Summary
Previous Current
14-Apr-2023 17-Apr-2023 Change Change % Previous Week
Open 17.94 17.58 -0.36 -2.0% 19.39
High 18.12 17.79 -0.33 -1.8% 20.05
Low 17.07 16.90 -0.17 -1.0% 17.07
Close 17.07 16.95 -0.12 -0.7% 17.07
Range 1.05 0.89 -0.16 -15.2% 2.98
ATR 2.01 1.93 -0.08 -4.0% 0.00
Volume
Daily Pivots for day following 17-Apr-2023
Classic Woodie Camarilla DeMark
R4 19.88 19.31 17.44
R3 18.99 18.42 17.19
R2 18.10 18.10 17.11
R1 17.53 17.53 17.03 17.37
PP 17.21 17.21 17.21 17.14
S1 16.64 16.64 16.87 16.48
S2 16.32 16.32 16.79
S3 15.43 15.75 16.71
S4 14.54 14.86 16.46
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 27.00 25.02 18.71
R3 24.02 22.04 17.89
R2 21.04 21.04 17.62
R1 19.06 19.06 17.34 18.56
PP 18.06 18.06 18.06 17.82
S1 16.08 16.08 16.80 15.58
S2 15.08 15.08 16.52
S3 12.10 13.10 16.25
S4 9.12 10.12 15.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.98 16.90 3.08 18.2% 1.14 6.7% 2% False True
10 20.08 16.90 3.18 18.8% 1.22 7.2% 2% False True
20 28.91 16.90 12.01 70.9% 1.85 10.9% 0% False True
40 30.81 16.90 13.91 82.1% 2.33 13.7% 0% False True
60 30.81 16.90 13.91 82.1% 2.05 12.1% 0% False True
80 30.81 16.90 13.91 82.1% 1.92 11.3% 0% False True
100 30.81 16.90 13.91 82.1% 1.86 11.0% 0% False True
120 30.95 16.90 14.05 82.9% 1.81 10.7% 0% False True
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21.57
2.618 20.12
1.618 19.23
1.000 18.68
0.618 18.34
HIGH 17.79
0.618 17.45
0.500 17.35
0.382 17.24
LOW 16.90
0.618 16.35
1.000 16.01
1.618 15.46
2.618 14.57
4.250 13.12
Fisher Pivots for day following 17-Apr-2023
Pivot 1 day 3 day
R1 17.35 17.98
PP 17.21 17.64
S1 17.08 17.29

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

View Archives - Comment on this page... - Back to Index of Symbols