CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 19.73 21.59 1.86 9.4% 19.10
High 21.40 21.83 0.43 2.0% 21.83
Low 18.55 20.42 1.87 10.1% 16.97
Close 21.40 21.71 0.31 1.4% 21.71
Range 2.85 1.41 -1.44 -50.5% 4.86
ATR 2.05 2.00 -0.05 -2.2% 0.00
Volume
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 25.55 25.04 22.49
R3 24.14 23.63 22.10
R2 22.73 22.73 21.97
R1 22.22 22.22 21.84 22.48
PP 21.32 21.32 21.32 21.45
S1 20.81 20.81 21.58 21.07
S2 19.91 19.91 21.45
S3 18.50 19.40 21.32
S4 17.09 17.99 20.93
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 34.75 33.09 24.38
R3 29.89 28.23 23.05
R2 25.03 25.03 22.60
R1 23.37 23.37 22.16 24.20
PP 20.17 20.17 20.17 20.59
S1 18.51 18.51 21.26 19.34
S2 15.31 15.31 20.82
S3 10.45 13.65 20.37
S4 5.59 8.79 19.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.83 16.97 4.86 22.4% 2.11 9.7% 98% True False
10 21.83 15.44 6.39 29.4% 2.25 10.4% 98% True False
20 21.83 15.44 6.39 29.4% 2.15 9.9% 98% True False
40 21.83 12.68 9.15 42.1% 1.64 7.5% 99% True False
60 21.83 12.68 9.15 42.1% 1.59 7.3% 99% True False
80 21.83 12.68 9.15 42.1% 1.41 6.5% 99% True False
100 21.83 12.68 9.15 42.1% 1.31 6.0% 99% True False
120 21.83 12.68 9.15 42.1% 1.37 6.3% 99% True 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 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 27.82
2.618 25.52
1.618 24.11
1.000 23.24
0.618 22.70
HIGH 21.83
0.618 21.29
0.500 21.13
0.382 20.96
LOW 20.42
0.618 19.55
1.000 19.01
1.618 18.14
2.618 16.73
4.250 14.43
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 21.52 21.09
PP 21.32 20.47
S1 21.13 19.86

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

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