CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 18.67 18.73 0.06 0.3% 17.31
High 19.58 19.93 0.35 1.8% 20.88
Low 18.26 17.19 -1.07 -5.9% 16.93
Close 18.49 17.45 -1.04 -5.6% 17.45
Range 1.32 2.74 1.42 107.6% 3.95
ATR 1.64 1.72 0.08 4.8% 0.00
Volume
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 26.41 24.67 18.96
R3 23.67 21.93 18.20
R2 20.93 20.93 17.95
R1 19.19 19.19 17.70 18.69
PP 18.19 18.19 18.19 17.94
S1 16.45 16.45 17.20 15.95
S2 15.45 15.45 16.95
S3 12.71 13.71 16.70
S4 9.97 10.97 15.94
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 30.27 27.81 19.62
R3 26.32 23.86 18.54
R2 22.37 22.37 18.17
R1 19.91 19.91 17.81 21.14
PP 18.42 18.42 18.42 19.04
S1 15.96 15.96 17.09 17.19
S2 14.47 14.47 16.73
S3 10.52 12.01 16.36
S4 6.57 8.06 15.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.88 16.93 3.95 22.6% 2.24 12.9% 13% False False
10 20.88 15.83 5.05 28.9% 2.05 11.7% 32% False False
20 20.88 12.68 8.20 47.0% 1.62 9.3% 58% False False
40 20.88 12.68 8.20 47.0% 1.44 8.2% 58% False False
60 20.88 12.68 8.20 47.0% 1.34 7.7% 58% False False
80 20.88 12.68 8.20 47.0% 1.24 7.1% 58% False False
100 20.88 12.68 8.20 47.0% 1.24 7.1% 58% False False
120 21.33 12.68 8.65 49.6% 1.31 7.5% 55% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 31.58
2.618 27.10
1.618 24.36
1.000 22.67
0.618 21.62
HIGH 19.93
0.618 18.88
0.500 18.56
0.382 18.24
LOW 17.19
0.618 15.50
1.000 14.45
1.618 12.76
2.618 10.02
4.250 5.55
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 18.56 19.04
PP 18.19 18.51
S1 17.82 17.98

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

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