CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 14.15 14.27 0.12 0.8% 16.24
High 14.47 15.30 0.83 5.7% 16.28
Low 13.70 14.13 0.43 3.1% 13.02
Close 14.01 14.45 0.44 3.1% 13.09
Range 0.77 1.17 0.40 51.9% 3.26
ATR 1.27 1.27 0.00 0.1% 0.00
Volume
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 18.14 17.46 15.09
R3 16.97 16.29 14.77
R2 15.80 15.80 14.66
R1 15.12 15.12 14.56 15.46
PP 14.63 14.63 14.63 14.80
S1 13.95 13.95 14.34 14.29
S2 13.46 13.46 14.24
S3 12.29 12.78 14.13
S4 11.12 11.61 13.81
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 15.30 13.02 2.28 15.8% 0.78 5.4% 63% True False
10 17.36 13.02 4.34 30.0% 1.11 7.7% 33% False False
20 18.88 13.02 5.86 40.6% 1.31 9.1% 24% False False
40 18.88 12.74 6.14 42.5% 1.18 8.2% 28% False False
60 18.88 12.73 6.15 42.6% 1.09 7.5% 28% False False
80 20.81 12.73 8.08 55.9% 1.14 7.9% 21% False False
100 21.33 12.73 8.60 59.5% 1.25 8.6% 20% False False
120 28.91 12.73 16.18 112.0% 1.40 9.7% 11% 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 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 20.27
2.618 18.36
1.618 17.19
1.000 16.47
0.618 16.02
HIGH 15.30
0.618 14.85
0.500 14.72
0.382 14.58
LOW 14.13
0.618 13.41
1.000 12.96
1.618 12.24
2.618 11.07
4.250 9.16
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 14.72 14.35
PP 14.63 14.26
S1 14.54 14.16

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

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