CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 18.36 19.73 1.37 7.5% 19.54
High 20.15 21.40 1.25 6.2% 20.78
Low 17.88 18.55 0.67 3.7% 15.44
Close 19.22 21.40 2.18 11.3% 19.32
Range 2.27 2.85 0.58 25.6% 5.34
ATR 1.99 2.05 0.06 3.1% 0.00
Volume
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 29.00 28.05 22.97
R3 26.15 25.20 22.18
R2 23.30 23.30 21.92
R1 22.35 22.35 21.66 22.83
PP 20.45 20.45 20.45 20.69
S1 19.50 19.50 21.14 19.98
S2 17.60 17.60 20.88
S3 14.75 16.65 20.62
S4 11.90 13.80 19.83
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 21.40 16.50 4.90 22.9% 2.68 12.5% 100% True False
10 21.40 15.44 5.96 27.9% 2.39 11.1% 100% True False
20 21.40 15.44 5.96 27.9% 2.15 10.1% 100% True False
40 21.40 12.68 8.72 40.7% 1.65 7.7% 100% True False
60 21.40 12.68 8.72 40.7% 1.61 7.5% 100% True False
80 21.40 12.68 8.72 40.7% 1.40 6.5% 100% True False
100 21.40 12.68 8.72 40.7% 1.31 6.1% 100% True False
120 21.40 12.68 8.72 40.7% 1.37 6.4% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.55
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 33.51
2.618 28.86
1.618 26.01
1.000 24.25
0.618 23.16
HIGH 21.40
0.618 20.31
0.500 19.98
0.382 19.64
LOW 18.55
0.618 16.79
1.000 15.70
1.618 13.94
2.618 11.09
4.250 6.44
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 20.93 20.66
PP 20.45 19.92
S1 19.98 19.19

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

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