CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 15.58 15.53 -0.05 -0.3% 16.90
High 16.86 16.51 -0.35 -2.1% 18.14
Low 14.60 14.84 0.24 1.6% 14.60
Close 15.85 14.84 -1.01 -6.4% 14.84
Range 2.26 1.67 -0.59 -26.1% 3.54
ATR 1.41 1.43 0.02 1.3% 0.00
Volume
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 20.41 19.29 15.76
R3 18.74 17.62 15.30
R2 17.07 17.07 15.15
R1 15.95 15.95 14.99 15.68
PP 15.40 15.40 15.40 15.26
S1 14.28 14.28 14.69 14.01
S2 13.73 13.73 14.53
S3 12.06 12.61 14.38
S4 10.39 10.94 13.92
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 26.48 24.20 16.79
R3 22.94 20.66 15.81
R2 19.40 19.40 15.49
R1 17.12 17.12 15.16 16.49
PP 15.86 15.86 15.86 15.55
S1 13.58 13.58 14.52 12.95
S2 12.32 12.32 14.19
S3 8.78 10.04 13.87
S4 5.24 6.50 12.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.14 14.60 3.54 23.9% 1.84 12.4% 7% False False
10 18.14 13.57 4.57 30.8% 1.63 11.0% 28% False False
20 18.14 12.74 5.40 36.4% 1.21 8.1% 39% False False
40 18.14 12.73 5.41 36.5% 1.06 7.1% 39% False False
60 20.81 12.73 8.08 54.4% 1.11 7.5% 26% False False
80 21.33 12.73 8.60 58.0% 1.26 8.5% 25% False False
100 25.21 12.73 12.48 84.1% 1.34 9.0% 17% False False
120 30.81 12.73 18.08 121.8% 1.61 10.9% 12% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23.61
2.618 20.88
1.618 19.21
1.000 18.18
0.618 17.54
HIGH 16.51
0.618 15.87
0.500 15.68
0.382 15.48
LOW 14.84
0.618 13.81
1.000 13.17
1.618 12.14
2.618 10.47
4.250 7.74
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 15.68 15.74
PP 15.40 15.44
S1 15.12 15.14

Download as Excel Spreadsheet

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

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