CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 17.41 18.36 0.95 5.5% 19.54
High 18.54 20.15 1.61 8.7% 20.78
Low 16.97 17.88 0.91 5.4% 15.44
Close 17.88 19.22 1.34 7.5% 19.32
Range 1.57 2.27 0.70 44.6% 5.34
ATR 1.97 1.99 0.02 1.1% 0.00
Volume
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 25.89 24.83 20.47
R3 23.62 22.56 19.84
R2 21.35 21.35 19.64
R1 20.29 20.29 19.43 20.82
PP 19.08 19.08 19.08 19.35
S1 18.02 18.02 19.01 18.55
S2 16.81 16.81 18.80
S3 14.54 15.75 18.60
S4 12.27 13.48 17.97
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 34.53 32.27 22.26
R3 29.19 26.93 20.79
R2 23.85 23.85 20.30
R1 21.59 21.59 19.81 20.05
PP 18.51 18.51 18.51 17.75
S1 16.25 16.25 18.83 14.71
S2 13.17 13.17 18.34
S3 7.83 10.91 17.85
S4 2.49 5.57 16.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.78 15.44 5.34 27.8% 2.64 13.7% 71% False False
10 20.78 15.44 5.34 27.8% 2.23 11.6% 71% False False
20 20.88 15.36 5.52 28.7% 2.12 11.0% 70% False False
40 20.88 12.68 8.20 42.7% 1.61 8.4% 80% False False
60 20.88 12.68 8.20 42.7% 1.58 8.2% 80% False False
80 20.88 12.68 8.20 42.7% 1.37 7.1% 80% False False
100 20.88 12.68 8.20 42.7% 1.30 6.8% 80% False False
120 21.33 12.68 8.65 45.0% 1.36 7.1% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.80
2.618 26.09
1.618 23.82
1.000 22.42
0.618 21.55
HIGH 20.15
0.618 19.28
0.500 19.02
0.382 18.75
LOW 17.88
0.618 16.48
1.000 15.61
1.618 14.21
2.618 11.94
4.250 8.23
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 19.15 19.00
PP 19.08 18.78
S1 19.02 18.56

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

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