CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 14.95 16.54 1.59 10.6% 16.90
High 16.57 16.93 0.36 2.2% 18.14
Low 14.91 15.80 0.89 6.0% 14.60
Close 16.46 16.78 0.32 1.9% 14.84
Range 1.66 1.13 -0.53 -31.9% 3.54
ATR 1.45 1.42 -0.02 -1.6% 0.00
Volume
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 19.89 19.47 17.40
R3 18.76 18.34 17.09
R2 17.63 17.63 16.99
R1 17.21 17.21 16.88 17.42
PP 16.50 16.50 16.50 16.61
S1 16.08 16.08 16.68 16.29
S2 15.37 15.37 16.57
S3 14.24 14.95 16.47
S4 13.11 13.82 16.16
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 16.93 14.60 2.33 13.9% 1.60 9.5% 94% True False
10 18.14 14.57 3.57 21.3% 1.78 10.6% 62% False False
20 18.14 12.74 5.40 32.2% 1.33 7.9% 75% False False
40 18.14 12.73 5.41 32.2% 1.09 6.5% 75% False False
60 20.81 12.73 8.08 48.2% 1.11 6.6% 50% False False
80 21.33 12.73 8.60 51.3% 1.26 7.5% 47% False False
100 25.21 12.73 12.48 74.4% 1.28 7.6% 32% False False
120 30.81 12.73 18.08 107.7% 1.61 9.6% 22% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 21.73
2.618 19.89
1.618 18.76
1.000 18.06
0.618 17.63
HIGH 16.93
0.618 16.50
0.500 16.37
0.382 16.23
LOW 15.80
0.618 15.10
1.000 14.67
1.618 13.97
2.618 12.84
4.250 11.00
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 16.64 16.47
PP 16.50 16.16
S1 16.37 15.85

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

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