CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 16.41 16.27 -0.14 -0.9% 18.22
High 16.62 19.81 3.19 19.2% 19.86
Low 15.53 16.26 0.73 4.7% 15.72
Close 16.08 17.78 1.70 10.6% 15.78
Range 1.09 3.55 2.46 225.7% 4.14
ATR 1.78 1.92 0.14 7.8% 0.00
Volume
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 28.60 26.74 19.73
R3 25.05 23.19 18.76
R2 21.50 21.50 18.43
R1 19.64 19.64 18.11 20.57
PP 17.95 17.95 17.95 18.42
S1 16.09 16.09 17.45 17.02
S2 14.40 14.40 17.13
S3 10.85 12.54 16.80
S4 7.30 8.99 15.83
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 19.81 15.53 4.28 24.1% 2.00 11.3% 53% True False
10 19.86 15.53 4.33 24.4% 1.81 10.2% 52% False False
20 20.08 15.53 4.55 25.6% 1.49 8.4% 49% False False
40 30.81 15.53 15.28 85.9% 2.41 13.5% 15% False False
60 30.81 15.53 15.28 85.9% 2.10 11.8% 15% False False
80 30.81 15.53 15.28 85.9% 1.94 10.9% 15% False False
100 30.81 15.53 15.28 85.9% 1.88 10.6% 15% False False
120 30.81 15.53 15.28 85.9% 1.84 10.4% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 34.90
2.618 29.10
1.618 25.55
1.000 23.36
0.618 22.00
HIGH 19.81
0.618 18.45
0.500 18.04
0.382 17.62
LOW 16.26
0.618 14.07
1.000 12.71
1.618 10.52
2.618 6.97
4.250 1.17
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 18.04 17.74
PP 17.95 17.71
S1 17.87 17.67

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

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