CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 20.72 18.67 -2.05 -9.9% 17.25
High 20.88 19.58 -1.30 -6.2% 19.71
Low 18.30 18.26 -0.04 -0.2% 15.83
Close 18.58 18.49 -0.09 -0.5% 17.52
Range 2.58 1.32 -1.26 -48.8% 3.88
ATR 1.67 1.64 -0.02 -1.5% 0.00
Volume
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 22.74 21.93 19.22
R3 21.42 20.61 18.85
R2 20.10 20.10 18.73
R1 19.29 19.29 18.61 19.04
PP 18.78 18.78 18.78 18.65
S1 17.97 17.97 18.37 17.72
S2 17.46 17.46 18.25
S3 16.14 16.65 18.13
S4 14.82 15.33 17.76
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 20.88 15.83 5.05 27.3% 2.08 11.2% 53% False False
10 20.88 15.83 5.05 27.3% 1.92 10.4% 53% False False
20 20.88 12.68 8.20 44.3% 1.55 8.4% 71% False False
40 20.88 12.68 8.20 44.3% 1.42 7.7% 71% False False
60 20.88 12.68 8.20 44.3% 1.30 7.1% 71% False False
80 20.88 12.68 8.20 44.3% 1.21 6.5% 71% False False
100 20.88 12.68 8.20 44.3% 1.22 6.6% 71% False False
120 21.33 12.68 8.65 46.8% 1.30 7.0% 67% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 25.19
2.618 23.04
1.618 21.72
1.000 20.90
0.618 20.40
HIGH 19.58
0.618 19.08
0.500 18.92
0.382 18.76
LOW 18.26
0.618 17.44
1.000 16.94
1.618 16.12
2.618 14.80
4.250 12.65
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 18.92 19.20
PP 18.78 18.96
S1 18.63 18.73

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

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