CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary
Previous Current
21-Aug-2023 22-Aug-2023 Change Change % Previous Week
Open 18.03 16.96 -1.07 -5.9% 15.88
High 18.11 17.58 -0.53 -2.9% 18.88
Low 16.88 16.61 -0.27 -1.6% 14.77
Close 17.13 16.97 -0.16 -0.9% 17.30
Range 1.23 0.97 -0.26 -21.1% 4.11
ATR 1.45 1.41 -0.03 -2.4% 0.00
Volume
Daily Pivots for day following 22-Aug-2023
Classic Woodie Camarilla DeMark
R4 19.96 19.44 17.50
R3 18.99 18.47 17.24
R2 18.02 18.02 17.15
R1 17.50 17.50 17.06 17.76
PP 17.05 17.05 17.05 17.19
S1 16.53 16.53 16.88 16.79
S2 16.08 16.08 16.79
S3 15.11 15.56 16.70
S4 14.14 14.59 16.44
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 29.31 27.42 19.56
R3 25.20 23.31 18.43
R2 21.09 21.09 18.05
R1 19.20 19.20 17.68 20.15
PP 16.98 16.98 16.98 17.46
S1 15.09 15.09 16.92 16.04
S2 12.87 12.87 16.55
S3 8.76 10.98 16.17
S4 4.65 6.87 15.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.88 15.80 3.08 18.1% 1.36 8.0% 38% False False
10 18.88 14.60 4.28 25.2% 1.52 8.9% 55% False False
20 18.88 12.74 6.14 36.2% 1.51 8.9% 69% False False
40 18.88 12.74 6.14 36.2% 1.14 6.7% 69% False False
60 19.56 12.73 6.83 40.2% 1.10 6.5% 62% False False
80 21.33 12.73 8.60 50.7% 1.24 7.3% 49% False False
100 21.33 12.73 8.60 50.7% 1.26 7.4% 49% False False
120 30.81 12.73 18.08 106.5% 1.61 9.5% 23% 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 0.44
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 21.70
2.618 20.12
1.618 19.15
1.000 18.55
0.618 18.18
HIGH 17.58
0.618 17.21
0.500 17.10
0.382 16.98
LOW 16.61
0.618 16.01
1.000 15.64
1.618 15.04
2.618 14.07
4.250 12.49
Fisher Pivots for day following 22-Aug-2023
Pivot 1 day 3 day
R1 17.10 17.75
PP 17.05 17.49
S1 17.01 17.23

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

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