CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 13.98 13.56 -0.42 -3.0% 16.24
High 14.00 13.56 -0.44 -3.1% 16.28
Low 13.44 13.02 -0.42 -3.1% 13.02
Close 13.57 13.09 -0.48 -3.5% 13.09
Range 0.56 0.54 -0.02 -3.6% 3.26
ATR 1.32 1.26 -0.05 -4.2% 0.00
Volume
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 14.84 14.51 13.39
R3 14.30 13.97 13.24
R2 13.76 13.76 13.19
R1 13.43 13.43 13.14 13.33
PP 13.22 13.22 13.22 13.17
S1 12.89 12.89 13.04 12.79
S2 12.68 12.68 12.99
S3 12.14 12.35 12.94
S4 11.60 11.81 12.79
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 23.91 21.76 14.88
R3 20.65 18.50 13.99
R2 17.39 17.39 13.69
R1 15.24 15.24 13.39 14.69
PP 14.13 14.13 14.13 13.85
S1 11.98 11.98 12.79 11.43
S2 10.87 10.87 12.49
S3 7.61 8.72 12.19
S4 4.35 5.46 11.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.28 13.02 3.26 24.9% 0.84 6.4% 2% False True
10 18.11 13.02 5.09 38.9% 1.14 8.7% 1% False True
20 18.88 13.02 5.86 44.8% 1.40 10.7% 1% False True
40 18.88 12.74 6.14 46.9% 1.18 9.0% 6% False False
60 18.88 12.73 6.15 47.0% 1.08 8.2% 6% False False
80 20.81 12.73 8.08 61.7% 1.16 8.9% 4% False False
100 21.33 12.73 8.60 65.7% 1.26 9.6% 4% False False
120 29.91 12.73 17.18 131.2% 1.48 11.3% 2% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 15.86
2.618 14.97
1.618 14.43
1.000 14.10
0.618 13.89
HIGH 13.56
0.618 13.35
0.500 13.29
0.382 13.23
LOW 13.02
0.618 12.69
1.000 12.48
1.618 12.15
2.618 11.61
4.250 10.73
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 13.29 13.86
PP 13.22 13.60
S1 13.16 13.35

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

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