CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 17.24 15.65 -1.59 -9.2% 17.56
High 17.59 15.65 -1.94 -11.0% 18.40
Low 15.58 14.42 -1.16 -7.4% 14.42
Close 15.65 14.60 -1.05 -6.7% 14.60
Range 2.01 1.23 -0.78 -38.8% 3.98
ATR 1.74 1.70 -0.04 -2.1% 0.00
Volume
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 18.58 17.82 15.28
R3 17.35 16.59 14.94
R2 16.12 16.12 14.83
R1 15.36 15.36 14.71 15.13
PP 14.89 14.89 14.89 14.77
S1 14.13 14.13 14.49 13.90
S2 13.66 13.66 14.37
S3 12.43 12.90 14.26
S4 11.20 11.67 13.92
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 27.75 25.15 16.79
R3 23.77 21.17 15.69
R2 19.79 19.79 15.33
R1 17.19 17.19 14.96 16.50
PP 15.81 15.81 15.81 15.46
S1 13.21 13.21 14.24 12.52
S2 11.83 11.83 13.87
S3 7.85 9.23 13.51
S4 3.87 5.25 12.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.56 14.42 5.14 35.2% 1.63 11.2% 4% False True
10 20.81 14.42 6.39 43.8% 1.63 11.1% 3% False True
20 20.81 14.42 6.39 43.8% 1.53 10.5% 3% False True
40 21.33 14.42 6.91 47.3% 1.55 10.6% 3% False True
60 30.81 14.42 16.39 112.3% 2.15 14.7% 1% False True
80 30.81 14.42 16.39 112.3% 1.99 13.6% 1% False True
100 30.81 14.42 16.39 112.3% 1.88 12.9% 1% False True
120 30.81 14.42 16.39 112.3% 1.84 12.6% 1% False True
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 20.88
2.618 18.87
1.618 17.64
1.000 16.88
0.618 16.41
HIGH 15.65
0.618 15.18
0.500 15.04
0.382 14.89
LOW 14.42
0.618 13.66
1.000 13.19
1.618 12.43
2.618 11.20
4.250 9.19
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 15.04 16.41
PP 14.89 15.81
S1 14.75 15.20

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

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