CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 14.85 15.97 1.12 7.5% 13.85
High 17.08 16.06 -1.02 -6.0% 17.08
Low 14.79 14.33 -0.46 -3.1% 13.47
Close 15.44 14.83 -0.61 -4.0% 14.83
Range 2.29 1.73 -0.56 -24.5% 3.61
ATR 1.14 1.18 0.04 3.7% 0.00
Volume
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 20.26 19.28 15.78
R3 18.53 17.55 15.31
R2 16.80 16.80 15.15
R1 15.82 15.82 14.99 15.45
PP 15.07 15.07 15.07 14.89
S1 14.09 14.09 14.67 13.72
S2 13.34 13.34 14.51
S3 11.61 12.36 14.35
S4 9.88 10.63 13.88
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 25.96 24.00 16.82
R3 22.35 20.39 15.82
R2 18.74 18.74 15.49
R1 16.78 16.78 15.16 17.76
PP 15.13 15.13 15.13 15.62
S1 13.17 13.17 14.50 14.15
S2 11.52 11.52 14.17
S3 7.91 9.56 13.84
S4 4.30 5.95 12.84
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 27.8% 1.14 7.7% 45% False False
10 17.08 12.88 4.20 28.3% 0.94 6.3% 46% False False
20 17.08 12.73 4.35 29.3% 0.88 5.9% 48% False False
40 20.81 12.73 8.08 54.5% 1.14 7.7% 26% False False
60 21.33 12.73 8.60 58.0% 1.31 8.8% 24% False False
80 29.91 12.73 17.18 115.8% 1.63 11.0% 12% False False
100 30.81 12.73 18.08 121.9% 1.74 11.7% 12% False False
120 30.81 12.73 18.08 121.9% 1.68 11.4% 12% False False
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23.41
2.618 20.59
1.618 18.86
1.000 17.79
0.618 17.13
HIGH 16.06
0.618 15.40
0.500 15.20
0.382 14.99
LOW 14.33
0.618 13.26
1.000 12.60
1.618 11.53
2.618 9.80
4.250 6.98
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 15.20 15.57
PP 15.07 15.32
S1 14.95 15.08

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

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