CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary
Previous Current
05-Jul-2023 06-Jul-2023 Change Change % Previous Week
Open 14.19 14.85 0.66 4.7% 14.43
High 14.74 17.08 2.34 15.9% 14.71
Low 14.05 14.79 0.74 5.3% 12.96
Close 14.18 15.44 1.26 8.9% 13.59
Range 0.69 2.29 1.60 231.9% 1.75
ATR 1.00 1.14 0.14 13.5% 0.00
Volume
Daily Pivots for day following 06-Jul-2023
Classic Woodie Camarilla DeMark
R4 22.64 21.33 16.70
R3 20.35 19.04 16.07
R2 18.06 18.06 15.86
R1 16.75 16.75 15.65 17.41
PP 15.77 15.77 15.77 16.10
S1 14.46 14.46 15.23 15.12
S2 13.48 13.48 15.02
S3 11.19 12.17 14.81
S4 8.90 9.88 14.18
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 19.00 18.05 14.55
R3 17.25 16.30 14.07
R2 15.50 15.50 13.91
R1 14.55 14.55 13.75 14.15
PP 13.75 13.75 13.75 13.56
S1 12.80 12.80 13.43 12.40
S2 12.00 12.00 13.27
S3 10.25 11.05 13.11
S4 8.50 9.30 12.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.08 12.96 4.12 26.7% 0.88 5.7% 60% True False
10 17.08 12.73 4.35 28.2% 0.89 5.7% 62% True False
20 17.08 12.73 4.35 28.2% 0.81 5.3% 62% True False
40 20.81 12.73 8.08 52.3% 1.12 7.2% 34% False False
60 21.33 12.73 8.60 55.7% 1.29 8.4% 32% False False
80 30.81 12.73 18.08 117.1% 1.69 11.0% 15% False False
100 30.81 12.73 18.08 117.1% 1.73 11.2% 15% False False
120 30.81 12.73 18.08 117.1% 1.69 11.0% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 26.81
2.618 23.08
1.618 20.79
1.000 19.37
0.618 18.50
HIGH 17.08
0.618 16.21
0.500 15.94
0.382 15.66
LOW 14.79
0.618 13.37
1.000 12.50
1.618 11.08
2.618 8.79
4.250 5.06
Fisher Pivots for day following 06-Jul-2023
Pivot 1 day 3 day
R1 15.94 15.39
PP 15.77 15.33
S1 15.61 15.28

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

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