CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 17.56 18.04 0.48 2.7% 17.45
High 18.34 18.40 0.06 0.3% 20.81
Low 16.98 17.12 0.14 0.8% 16.82
Close 17.46 17.94 0.48 2.7% 17.95
Range 1.36 1.28 -0.08 -5.9% 3.99
ATR 1.73 1.69 -0.03 -1.8% 0.00
Volume
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 21.66 21.08 18.64
R3 20.38 19.80 18.29
R2 19.10 19.10 18.17
R1 18.52 18.52 18.06 18.17
PP 17.82 17.82 17.82 17.65
S1 17.24 17.24 17.82 16.89
S2 16.54 16.54 17.71
S3 15.26 15.96 17.59
S4 13.98 14.68 17.24
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 30.50 28.21 20.14
R3 26.51 24.22 19.05
R2 22.52 22.52 18.68
R1 20.23 20.23 18.32 21.38
PP 18.53 18.53 18.53 19.10
S1 16.24 16.24 17.58 17.39
S2 14.54 14.54 17.22
S3 10.55 12.25 16.85
S4 6.56 8.26 15.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.81 16.98 3.83 21.3% 1.64 9.1% 25% False False
10 20.81 15.85 4.96 27.6% 1.57 8.7% 42% False False
20 21.33 15.85 5.48 30.5% 1.58 8.8% 38% False False
40 21.33 15.53 5.80 32.3% 1.53 8.6% 42% False False
60 30.81 15.53 15.28 85.2% 2.13 11.9% 16% False False
80 30.81 15.53 15.28 85.2% 1.97 11.0% 16% False False
100 30.81 15.53 15.28 85.2% 1.87 10.4% 16% False False
120 30.81 15.53 15.28 85.2% 1.83 10.2% 16% False False
Crabel Price Patterns
NR True
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23.84
2.618 21.75
1.618 20.47
1.000 19.68
0.618 19.19
HIGH 18.40
0.618 17.91
0.500 17.76
0.382 17.61
LOW 17.12
0.618 16.33
1.000 15.84
1.618 15.05
2.618 13.77
4.250 11.68
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 17.88 18.27
PP 17.82 18.16
S1 17.76 18.05

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

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