CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 16.54 16.96 0.42 2.5% 16.90
High 16.93 18.13 1.20 7.1% 18.14
Low 15.80 16.40 0.60 3.8% 14.60
Close 16.78 17.89 1.11 6.6% 14.84
Range 1.13 1.73 0.60 53.1% 3.54
ATR 1.42 1.44 0.02 1.5% 0.00
Volume
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 22.66 22.01 18.84
R3 20.93 20.28 18.37
R2 19.20 19.20 18.21
R1 18.55 18.55 18.05 18.88
PP 17.47 17.47 17.47 17.64
S1 16.82 16.82 17.73 17.15
S2 15.74 15.74 17.57
S3 14.01 15.09 17.41
S4 12.28 13.36 16.94
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 18.13 14.77 3.36 18.8% 1.50 8.4% 93% True False
10 18.14 14.57 3.57 20.0% 1.78 10.0% 93% False False
20 18.14 12.74 5.40 30.2% 1.38 7.7% 95% False False
40 18.14 12.73 5.41 30.2% 1.12 6.2% 95% False False
60 20.81 12.73 8.08 45.2% 1.12 6.3% 64% False False
80 21.33 12.73 8.60 48.1% 1.27 7.1% 60% False False
100 22.93 12.73 10.20 57.0% 1.26 7.0% 51% False False
120 30.81 12.73 18.08 101.1% 1.61 9.0% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 25.48
2.618 22.66
1.618 20.93
1.000 19.86
0.618 19.20
HIGH 18.13
0.618 17.47
0.500 17.27
0.382 17.06
LOW 16.40
0.618 15.33
1.000 14.67
1.618 13.60
2.618 11.87
4.250 9.05
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 17.68 17.43
PP 17.47 16.98
S1 17.27 16.52

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

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