CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-May-2023
Day Change Summary
Previous Current
28-Apr-2023 01-May-2023 Change Change % Previous Week
Open 17.21 16.41 -0.80 -4.6% 18.22
High 17.65 16.62 -1.03 -5.8% 19.86
Low 15.72 15.53 -0.19 -1.2% 15.72
Close 15.78 16.08 0.30 1.9% 15.78
Range 1.93 1.09 -0.84 -43.5% 4.14
ATR 1.84 1.78 -0.05 -2.9% 0.00
Volume
Daily Pivots for day following 01-May-2023
Classic Woodie Camarilla DeMark
R4 19.35 18.80 16.68
R3 18.26 17.71 16.38
R2 17.17 17.17 16.28
R1 16.62 16.62 16.18 16.35
PP 16.08 16.08 16.08 15.94
S1 15.53 15.53 15.98 15.26
S2 14.99 14.99 15.88
S3 13.90 14.44 15.78
S4 12.81 13.35 15.48
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 29.54 26.80 18.06
R3 25.40 22.66 16.92
R2 21.26 21.26 16.54
R1 18.52 18.52 16.16 17.82
PP 17.12 17.12 17.12 16.77
S1 14.38 14.38 15.40 13.68
S2 12.98 12.98 15.02
S3 8.84 10.24 14.64
S4 4.70 6.10 13.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.86 15.53 4.33 26.9% 1.80 11.2% 13% False True
10 19.86 15.53 4.33 26.9% 1.53 9.5% 13% False True
20 20.08 15.53 4.55 28.3% 1.37 8.5% 12% False True
40 30.81 15.53 15.28 95.0% 2.34 14.5% 4% False True
60 30.81 15.53 15.28 95.0% 2.07 12.9% 4% False True
80 30.81 15.53 15.28 95.0% 1.91 11.9% 4% False True
100 30.81 15.53 15.28 95.0% 1.87 11.6% 4% False True
120 30.81 15.53 15.28 95.0% 1.82 11.3% 4% False True
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 False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 21.25
2.618 19.47
1.618 18.38
1.000 17.71
0.618 17.29
HIGH 16.62
0.618 16.20
0.500 16.08
0.382 15.95
LOW 15.53
0.618 14.86
1.000 14.44
1.618 13.77
2.618 12.68
4.250 10.90
Fisher Pivots for day following 01-May-2023
Pivot 1 day 3 day
R1 16.08 16.98
PP 16.08 16.68
S1 16.08 16.38

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

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