CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 19.17 19.50 0.33 1.7% 16.41
High 21.33 19.63 -1.70 -8.0% 21.33
Low 18.67 16.69 -1.98 -10.6% 15.53
Close 20.09 17.19 -2.90 -14.4% 17.19
Range 2.66 2.94 0.28 10.5% 5.80
ATR 1.98 2.08 0.10 5.1% 0.00
Volume
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 26.66 24.86 18.81
R3 23.72 21.92 18.00
R2 20.78 20.78 17.73
R1 18.98 18.98 17.46 18.41
PP 17.84 17.84 17.84 17.55
S1 16.04 16.04 16.92 15.47
S2 14.90 14.90 16.65
S3 11.96 13.10 16.38
S4 9.02 10.16 15.57
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 35.42 32.10 20.38
R3 29.62 26.30 18.79
R2 23.82 23.82 18.25
R1 20.50 20.50 17.72 22.16
PP 18.02 18.02 18.02 18.85
S1 14.70 14.70 16.66 16.36
S2 12.22 12.22 16.13
S3 6.42 8.90 15.60
S4 0.62 3.10 14.00
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 33.7% 2.37 13.8% 29% False False
10 21.33 15.53 5.80 33.7% 2.12 12.4% 29% False False
20 21.33 15.53 5.80 33.7% 1.64 9.5% 29% False False
40 30.81 15.53 15.28 88.9% 2.43 14.1% 11% False False
60 30.81 15.53 15.28 88.9% 2.16 12.6% 11% False False
80 30.81 15.53 15.28 88.9% 1.98 11.5% 11% False False
100 30.81 15.53 15.28 88.9% 1.93 11.2% 11% False False
120 30.81 15.53 15.28 88.9% 1.84 10.7% 11% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 32.13
2.618 27.33
1.618 24.39
1.000 22.57
0.618 21.45
HIGH 19.63
0.618 18.51
0.500 18.16
0.382 17.81
LOW 16.69
0.618 14.87
1.000 13.75
1.618 11.93
2.618 8.99
4.250 4.20
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 18.16 19.01
PP 17.84 18.40
S1 17.51 17.80

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

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