CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 14.11 14.18 0.07 0.5% 14.17
High 14.88 15.15 0.27 1.8% 14.68
Low 13.86 13.57 -0.29 -2.1% 12.68
Close 14.11 15.14 1.03 7.3% 13.79
Range 1.02 1.58 0.56 54.9% 2.00
ATR 1.16 1.19 0.03 2.6% 0.00
Volume
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 19.36 18.83 16.01
R3 17.78 17.25 15.57
R2 16.20 16.20 15.43
R1 15.67 15.67 15.28 15.94
PP 14.62 14.62 14.62 14.75
S1 14.09 14.09 15.00 14.36
S2 13.04 13.04 14.85
S3 11.46 12.51 14.71
S4 9.88 10.93 14.27
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 15.15 12.68 2.47 16.3% 1.13 7.5% 100% True False
10 15.69 12.68 3.01 19.9% 1.08 7.1% 82% False False
20 17.36 12.68 4.68 30.9% 1.09 7.2% 53% False False
40 18.88 12.68 6.20 41.0% 1.30 8.6% 40% False False
60 18.88 12.68 6.20 41.0% 1.12 7.4% 40% False False
80 19.56 12.68 6.88 45.4% 1.10 7.2% 36% False False
100 21.33 12.68 8.65 57.1% 1.21 8.0% 28% False False
120 21.33 12.68 8.65 57.1% 1.23 8.1% 28% False False
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 0.31
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 21.87
2.618 19.29
1.618 17.71
1.000 16.73
0.618 16.13
HIGH 15.15
0.618 14.55
0.500 14.36
0.382 14.17
LOW 13.57
0.618 12.59
1.000 11.99
1.618 11.01
2.618 9.43
4.250 6.86
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 14.88 14.88
PP 14.62 14.62
S1 14.36 14.36

Download as Excel Spreadsheet

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

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