CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 17.35 18.80 1.45 8.4% 17.44
High 19.31 20.81 1.50 7.8% 18.30
Low 17.30 18.80 1.50 8.7% 15.85
Close 18.53 20.03 1.50 8.1% 16.81
Range 2.01 2.01 0.00 0.0% 2.45
ATR 1.70 1.74 0.04 2.4% 0.00
Volume
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 25.91 24.98 21.14
R3 23.90 22.97 20.58
R2 21.89 21.89 20.40
R1 20.96 20.96 20.21 21.43
PP 19.88 19.88 19.88 20.11
S1 18.95 18.95 19.85 19.42
S2 17.87 17.87 19.66
S3 15.86 16.94 19.48
S4 13.85 14.93 18.92
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 24.34 23.02 18.16
R3 21.89 20.57 17.48
R2 19.44 19.44 17.26
R1 18.12 18.12 17.03 17.56
PP 16.99 16.99 16.99 16.70
S1 15.67 15.67 16.59 15.11
S2 14.54 14.54 16.36
S3 12.09 13.22 16.14
S4 9.64 10.77 15.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.81 15.85 4.96 24.8% 1.59 7.9% 84% True False
10 20.81 15.85 4.96 24.8% 1.47 7.3% 84% True False
20 21.33 15.53 5.80 29.0% 1.69 8.4% 78% False False
40 21.33 15.53 5.80 29.0% 1.48 7.4% 78% False False
60 30.81 15.53 15.28 76.3% 2.12 10.6% 29% False False
80 30.81 15.53 15.28 76.3% 1.99 9.9% 29% False False
100 30.81 15.53 15.28 76.3% 1.85 9.2% 29% False False
120 30.81 15.53 15.28 76.3% 1.84 9.2% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.28
Fibonacci Retracements and Extensions
4.250 29.35
2.618 26.07
1.618 24.06
1.000 22.82
0.618 22.05
HIGH 20.81
0.618 20.04
0.500 19.81
0.382 19.57
LOW 18.80
0.618 17.56
1.000 16.79
1.618 15.55
2.618 13.54
4.250 10.26
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 19.96 19.63
PP 19.88 19.22
S1 19.81 18.82

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

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