CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 19.39 21.78 2.39 12.3% 19.10
High 21.24 21.96 0.72 3.4% 21.83
Low 18.86 20.22 1.36 7.2% 16.97
Close 20.19 20.68 0.49 2.4% 21.71
Range 2.38 1.74 -0.64 -26.9% 4.86
ATR 2.11 2.09 -0.02 -1.2% 0.00
Volume
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 26.17 25.17 21.64
R3 24.43 23.43 21.16
R2 22.69 22.69 21.00
R1 21.69 21.69 20.84 21.32
PP 20.95 20.95 20.95 20.77
S1 19.95 19.95 20.52 19.58
S2 19.21 19.21 20.36
S3 17.47 18.21 20.20
S4 15.73 16.47 19.72
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 23.08 18.65 4.43 21.4% 2.14 10.4% 46% False False
10 23.08 16.50 6.58 31.8% 2.41 11.7% 64% False False
20 23.08 15.44 7.64 36.9% 2.25 10.9% 69% False False
40 23.08 12.68 10.40 50.3% 1.75 8.4% 77% False False
60 23.08 12.68 10.40 50.3% 1.69 8.2% 77% False False
80 23.08 12.68 10.40 50.3% 1.50 7.2% 77% False False
100 23.08 12.68 10.40 50.3% 1.35 6.5% 77% False False
120 23.08 12.68 10.40 50.3% 1.36 6.6% 77% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.36
2.618 26.52
1.618 24.78
1.000 23.70
0.618 23.04
HIGH 21.96
0.618 21.30
0.500 21.09
0.382 20.88
LOW 20.22
0.618 19.14
1.000 18.48
1.618 17.40
2.618 15.66
4.250 12.83
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 21.09 20.56
PP 20.95 20.43
S1 20.82 20.31

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

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