CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 13.78 14.44 0.66 4.8% 15.28
High 14.14 15.02 0.88 6.2% 15.29
Low 13.50 14.32 0.82 6.1% 13.50
Close 13.83 15.01 1.18 8.5% 13.83
Range 0.64 0.70 0.06 9.4% 1.79
ATR 1.39 1.38 -0.01 -1.0% 0.00
Volume
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 16.88 16.65 15.40
R3 16.18 15.95 15.20
R2 15.48 15.48 15.14
R1 15.25 15.25 15.07 15.37
PP 14.78 14.78 14.78 14.84
S1 14.55 14.55 14.95 14.67
S2 14.08 14.08 14.88
S3 13.38 13.85 14.82
S4 12.68 13.15 14.63
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 15.02 13.50 1.52 10.1% 0.71 4.7% 99% True False
10 18.40 13.50 4.90 32.6% 1.01 6.7% 31% False False
20 20.81 13.50 7.31 48.7% 1.26 8.4% 21% False False
40 21.33 13.50 7.83 52.2% 1.47 9.8% 19% False False
60 28.91 13.50 15.41 102.7% 1.64 10.9% 10% False False
80 30.81 13.50 17.31 115.3% 1.91 12.7% 9% False False
100 30.81 13.50 17.31 115.3% 1.82 12.1% 9% False False
120 30.81 13.50 17.31 115.3% 1.78 11.8% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 18.00
2.618 16.85
1.618 16.15
1.000 15.72
0.618 15.45
HIGH 15.02
0.618 14.75
0.500 14.67
0.382 14.59
LOW 14.32
0.618 13.89
1.000 13.62
1.618 13.19
2.618 12.49
4.250 11.35
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 14.90 14.76
PP 14.78 14.51
S1 14.67 14.26

Download as Excel Spreadsheet

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

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