CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 17.31 17.81 0.50 2.9% 17.25
High 18.55 20.48 1.93 10.4% 19.71
Low 16.93 17.52 0.59 3.5% 15.83
Close 17.61 19.78 2.17 12.3% 17.52
Range 1.62 2.96 1.34 82.7% 3.88
ATR 1.49 1.60 0.10 7.0% 0.00
Volume
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 28.14 26.92 21.41
R3 25.18 23.96 20.59
R2 22.22 22.22 20.32
R1 21.00 21.00 20.05 21.61
PP 19.26 19.26 19.26 19.57
S1 18.04 18.04 19.51 18.65
S2 16.30 16.30 19.24
S3 13.34 15.08 18.97
S4 10.38 12.12 18.15
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 29.33 27.30 19.65
R3 25.45 23.42 18.59
R2 21.57 21.57 18.23
R1 19.54 19.54 17.88 20.56
PP 17.69 17.69 17.69 18.19
S1 15.66 15.66 17.16 16.68
S2 13.81 13.81 16.81
S3 9.93 11.78 16.45
S4 6.05 7.90 15.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.48 15.83 4.65 23.5% 1.98 10.0% 85% True False
10 20.48 13.57 6.91 34.9% 1.91 9.6% 90% True False
20 20.48 12.68 7.80 39.4% 1.47 7.4% 91% True False
40 20.48 12.68 7.80 39.4% 1.42 7.2% 91% True False
60 20.48 12.68 7.80 39.4% 1.27 6.4% 91% True False
80 20.48 12.68 7.80 39.4% 1.18 6.0% 91% True False
100 20.81 12.68 8.13 41.1% 1.21 6.1% 87% False False
120 21.33 12.68 8.65 43.7% 1.28 6.5% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 33.06
2.618 28.23
1.618 25.27
1.000 23.44
0.618 22.31
HIGH 20.48
0.618 19.35
0.500 19.00
0.382 18.65
LOW 17.52
0.618 15.69
1.000 14.56
1.618 12.73
2.618 9.77
4.250 4.94
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 19.52 19.24
PP 19.26 18.70
S1 19.00 18.16

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

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