CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 14.22 14.17 -0.05 -0.4% 14.15
High 14.87 14.33 -0.54 -3.6% 15.69
Low 13.58 13.74 0.16 1.2% 13.58
Close 13.84 13.80 -0.04 -0.3% 13.84
Range 1.29 0.59 -0.70 -54.3% 2.11
ATR 1.28 1.23 -0.05 -3.8% 0.00
Volume
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 15.73 15.35 14.12
R3 15.14 14.76 13.96
R2 14.55 14.55 13.91
R1 14.17 14.17 13.85 14.07
PP 13.96 13.96 13.96 13.90
S1 13.58 13.58 13.75 13.48
S2 13.37 13.37 13.69
S3 12.78 12.99 13.64
S4 12.19 12.40 13.48
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 20.70 19.38 15.00
R3 18.59 17.27 14.42
R2 16.48 16.48 14.23
R1 15.16 15.16 14.03 14.77
PP 14.37 14.37 14.37 14.17
S1 13.05 13.05 13.65 12.66
S2 12.26 12.26 13.45
S3 10.15 10.94 13.26
S4 8.04 8.83 12.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15.69 13.58 2.11 15.3% 1.02 7.4% 10% False False
10 16.28 13.02 3.26 23.6% 0.93 6.8% 24% False False
20 18.88 13.02 5.86 42.5% 1.20 8.7% 13% False False
40 18.88 12.74 6.14 44.5% 1.20 8.7% 17% False False
60 18.88 12.73 6.15 44.6% 1.10 8.0% 17% False False
80 20.81 12.73 8.08 58.6% 1.14 8.2% 13% False False
100 21.33 12.73 8.60 62.3% 1.25 9.1% 12% False False
120 25.21 12.73 12.48 90.4% 1.32 9.5% 9% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 16.84
2.618 15.87
1.618 15.28
1.000 14.92
0.618 14.69
HIGH 14.33
0.618 14.10
0.500 14.04
0.382 13.97
LOW 13.74
0.618 13.38
1.000 13.15
1.618 12.79
2.618 12.20
4.250 11.23
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 14.04 14.64
PP 13.96 14.36
S1 13.88 14.08

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

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