CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 13.39 12.70 -0.69 -5.2% 14.17
High 13.46 14.17 0.71 5.3% 14.68
Low 12.79 12.68 -0.11 -0.9% 12.68
Close 12.82 13.79 0.97 7.6% 13.79
Range 0.67 1.49 0.82 122.4% 2.00
ATR 1.16 1.18 0.02 2.0% 0.00
Volume
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 18.02 17.39 14.61
R3 16.53 15.90 14.20
R2 15.04 15.04 14.06
R1 14.41 14.41 13.93 14.73
PP 13.55 13.55 13.55 13.70
S1 12.92 12.92 13.65 13.24
S2 12.06 12.06 13.52
S3 10.57 11.43 13.38
S4 9.08 9.94 12.97
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 19.72 18.75 14.89
R3 17.72 16.75 14.34
R2 15.72 15.72 14.16
R1 14.75 14.75 13.97 14.24
PP 13.72 13.72 13.72 13.46
S1 12.75 12.75 13.61 12.24
S2 11.72 11.72 13.42
S3 9.72 10.75 13.24
S4 7.72 8.75 12.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.68 12.68 2.00 14.5% 0.95 6.9% 56% False True
10 15.69 12.68 3.01 21.8% 0.98 7.1% 37% False True
20 18.88 12.68 6.20 45.0% 1.12 8.1% 18% False True
40 18.88 12.68 6.20 45.0% 1.25 9.1% 18% False True
60 18.88 12.68 6.20 45.0% 1.12 8.1% 18% False True
80 20.81 12.68 8.13 59.0% 1.12 8.1% 14% False True
100 21.33 12.68 8.65 62.7% 1.24 9.0% 13% False True
120 22.93 12.68 10.25 74.3% 1.24 9.0% 11% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 20.50
2.618 18.07
1.618 16.58
1.000 15.66
0.618 15.09
HIGH 14.17
0.618 13.60
0.500 13.43
0.382 13.25
LOW 12.68
0.618 11.76
1.000 11.19
1.618 10.27
2.618 8.78
4.250 6.35
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 13.67 13.75
PP 13.55 13.72
S1 13.43 13.68

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

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