CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-May-2023
Day Change Summary
Previous Current
03-May-2023 04-May-2023 Change Change % Previous Week
Open 17.82 19.17 1.35 7.6% 18.22
High 18.83 21.33 2.50 13.3% 19.86
Low 17.24 18.67 1.43 8.3% 15.72
Close 18.34 20.09 1.75 9.5% 15.78
Range 1.59 2.66 1.07 67.3% 4.14
ATR 1.90 1.98 0.08 4.1% 0.00
Volume
Daily Pivots for day following 04-May-2023
Classic Woodie Camarilla DeMark
R4 28.01 26.71 21.55
R3 25.35 24.05 20.82
R2 22.69 22.69 20.58
R1 21.39 21.39 20.33 22.04
PP 20.03 20.03 20.03 20.36
S1 18.73 18.73 19.85 19.38
S2 17.37 17.37 19.60
S3 14.71 16.07 19.36
S4 12.05 13.41 18.63
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 21.33 15.53 5.80 28.9% 2.16 10.8% 79% True False
10 21.33 15.53 5.80 28.9% 1.94 9.7% 79% True False
20 21.33 15.53 5.80 28.9% 1.57 7.8% 79% True False
40 30.81 15.53 15.28 76.1% 2.46 12.2% 30% False False
60 30.81 15.53 15.28 76.1% 2.14 10.6% 30% False False
80 30.81 15.53 15.28 76.1% 1.97 9.8% 30% False False
100 30.81 15.53 15.28 76.1% 1.91 9.5% 30% False False
120 30.81 15.53 15.28 76.1% 1.85 9.2% 30% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.64
2.618 28.29
1.618 25.63
1.000 23.99
0.618 22.97
HIGH 21.33
0.618 20.31
0.500 20.00
0.382 19.69
LOW 18.67
0.618 17.03
1.000 16.01
1.618 14.37
2.618 11.71
4.250 7.37
Fisher Pivots for day following 04-May-2023
Pivot 1 day 3 day
R1 20.06 19.66
PP 20.03 19.23
S1 20.00 18.80

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

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