CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Apr-2023
Day Change Summary
Previous Current
18-Apr-2023 19-Apr-2023 Change Change % Previous Week
Open 16.94 17.30 0.36 2.1% 19.39
High 17.33 17.72 0.39 2.3% 20.05
Low 16.58 16.17 -0.41 -2.5% 17.07
Close 16.83 16.46 -0.37 -2.2% 17.07
Range 0.75 1.55 0.80 106.7% 2.98
ATR 1.84 1.82 -0.02 -1.1% 0.00
Volume
Daily Pivots for day following 19-Apr-2023
Classic Woodie Camarilla DeMark
R4 21.43 20.50 17.31
R3 19.88 18.95 16.89
R2 18.33 18.33 16.74
R1 17.40 17.40 16.60 17.09
PP 16.78 16.78 16.78 16.63
S1 15.85 15.85 16.32 15.54
S2 15.23 15.23 16.18
S3 13.68 14.30 16.03
S4 12.13 12.75 15.61
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 19.06 16.17 2.89 17.6% 1.11 6.7% 10% False True
10 20.08 16.17 3.91 23.8% 1.17 7.1% 7% False True
20 25.21 16.17 9.04 54.9% 1.58 9.6% 3% False True
40 30.81 16.17 14.64 88.9% 2.31 14.0% 2% False True
60 30.81 16.17 14.64 88.9% 2.05 12.5% 2% False True
80 30.81 16.17 14.64 88.9% 1.91 11.6% 2% False True
100 30.81 16.17 14.64 88.9% 1.85 11.2% 2% False True
120 30.81 16.17 14.64 88.9% 1.80 10.9% 2% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 24.31
2.618 21.78
1.618 20.23
1.000 19.27
0.618 18.68
HIGH 17.72
0.618 17.13
0.500 16.95
0.382 16.76
LOW 16.17
0.618 15.21
1.000 14.62
1.618 13.66
2.618 12.11
4.250 9.58
Fisher Pivots for day following 19-Apr-2023
Pivot 1 day 3 day
R1 16.95 16.98
PP 16.78 16.81
S1 16.62 16.63

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

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