CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 14.14 13.78 -0.36 -2.5% 15.28
High 14.21 14.14 -0.07 -0.5% 15.29
Low 13.53 13.50 -0.03 -0.2% 13.50
Close 13.65 13.83 0.18 1.3% 13.83
Range 0.68 0.64 -0.04 -5.9% 1.79
ATR 1.45 1.39 -0.06 -4.0% 0.00
Volume
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 15.74 15.43 14.18
R3 15.10 14.79 14.01
R2 14.46 14.46 13.95
R1 14.15 14.15 13.89 14.31
PP 13.82 13.82 13.82 13.90
S1 13.51 13.51 13.77 13.67
S2 13.18 13.18 13.71
S3 12.54 12.87 13.65
S4 11.90 12.23 13.48
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 19.58 18.49 14.81
R3 17.79 16.70 14.32
R2 16.00 16.00 14.16
R1 14.91 14.91 13.99 14.56
PP 14.21 14.21 14.21 14.03
S1 13.12 13.12 13.67 12.77
S2 12.42 12.42 13.50
S3 10.63 11.33 13.34
S4 8.84 9.54 12.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15.29 13.50 1.79 12.9% 0.70 5.0% 18% False True
10 19.56 13.50 6.06 43.8% 1.17 8.4% 5% False True
20 20.81 13.50 7.31 52.9% 1.30 9.4% 5% False True
40 21.33 13.50 7.83 56.6% 1.48 10.7% 4% False True
60 28.91 13.50 15.41 111.4% 1.71 12.3% 2% False True
80 30.81 13.50 17.31 125.2% 1.92 13.9% 2% False True
100 30.81 13.50 17.31 125.2% 1.84 13.3% 2% False True
120 30.81 13.50 17.31 125.2% 1.78 12.9% 2% False True
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16.86
2.618 15.82
1.618 15.18
1.000 14.78
0.618 14.54
HIGH 14.14
0.618 13.90
0.500 13.82
0.382 13.74
LOW 13.50
0.618 13.10
1.000 12.86
1.618 12.46
2.618 11.82
4.250 10.78
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 13.83 13.90
PP 13.82 13.87
S1 13.82 13.85

Download as Excel Spreadsheet

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

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