CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 15.28 14.91 -0.37 -2.4% 17.56
High 15.29 14.97 -0.32 -2.1% 18.40
Low 14.66 13.95 -0.71 -4.8% 14.42
Close 14.73 13.96 -0.77 -5.2% 14.60
Range 0.63 1.02 0.39 61.9% 3.98
ATR 1.63 1.59 -0.04 -2.7% 0.00
Volume
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 17.35 16.68 14.52
R3 16.33 15.66 14.24
R2 15.31 15.31 14.15
R1 14.64 14.64 14.05 14.47
PP 14.29 14.29 14.29 14.21
S1 13.62 13.62 13.87 13.45
S2 13.27 13.27 13.77
S3 12.25 12.60 13.68
S4 11.23 11.58 13.40
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 18.40 13.95 4.45 31.9% 1.23 8.8% 0% False True
10 20.81 13.95 6.86 49.1% 1.51 10.8% 0% False True
20 20.81 13.95 6.86 49.1% 1.42 10.2% 0% False True
40 21.33 13.95 7.38 52.9% 1.53 10.9% 0% False True
60 30.81 13.95 16.86 120.8% 1.99 14.2% 0% False True
80 30.81 13.95 16.86 120.8% 1.96 14.1% 0% False True
100 30.81 13.95 16.86 120.8% 1.87 13.4% 0% False True
120 30.81 13.95 16.86 120.8% 1.84 13.2% 0% False True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 19.31
2.618 17.64
1.618 16.62
1.000 15.99
0.618 15.60
HIGH 14.97
0.618 14.58
0.500 14.46
0.382 14.34
LOW 13.95
0.618 13.32
1.000 12.93
1.618 12.30
2.618 11.28
4.250 9.62
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 14.46 14.80
PP 14.29 14.52
S1 14.13 14.24

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

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