CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 12.62 12.60 -0.02 -0.2% 13.05
High 12.64 12.60 -0.04 -0.3% 13.14
Low 12.40 12.33 -0.07 -0.6% 11.81
Close 12.56 12.53 -0.03 -0.2% 12.28
Range 0.24 0.27 0.03 12.5% 1.33
ATR 0.86 0.82 -0.04 -4.9% 0.00
Volume
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 13.30 13.18 12.68
R3 13.03 12.91 12.60
R2 12.76 12.76 12.58
R1 12.64 12.64 12.55 12.57
PP 12.49 12.49 12.49 12.45
S1 12.37 12.37 12.51 12.30
S2 12.22 12.22 12.48
S3 11.95 12.10 12.46
S4 11.68 11.83 12.38
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 16.40 15.67 13.01
R3 15.07 14.34 12.65
R2 13.74 13.74 12.52
R1 13.01 13.01 12.40 12.71
PP 12.41 12.41 12.41 12.26
S1 11.68 11.68 12.16 11.38
S2 11.08 11.08 12.04
S3 9.75 10.35 11.91
S4 8.42 9.02 11.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12.74 11.82 0.92 7.3% 0.52 4.1% 77% False False
10 13.28 11.81 1.47 11.7% 0.57 4.5% 49% False False
20 14.31 11.81 2.50 20.0% 0.67 5.4% 29% False False
40 22.07 11.81 10.26 81.9% 0.94 7.5% 7% False False
60 23.08 11.81 11.27 89.9% 1.38 11.0% 6% False False
80 23.08 11.81 11.27 89.9% 1.31 10.5% 6% False False
100 23.08 11.81 11.27 89.9% 1.36 10.8% 6% False False
120 23.08 11.81 11.27 89.9% 1.28 10.2% 6% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13.75
2.618 13.31
1.618 13.04
1.000 12.87
0.618 12.77
HIGH 12.60
0.618 12.50
0.500 12.47
0.382 12.43
LOW 12.33
0.618 12.16
1.000 12.06
1.618 11.89
2.618 11.62
4.250 11.18
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 12.51 12.46
PP 12.49 12.39
S1 12.47 12.33

Download as Excel Spreadsheet

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

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