CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 13.77 13.02 -0.75 -5.4% 12.62
High 13.80 13.04 -0.76 -5.5% 14.49
Low 12.96 12.37 -0.59 -4.6% 12.29
Close 12.99 12.43 -0.56 -4.3% 13.03
Range 0.84 0.67 -0.17 -20.2% 2.20
ATR 0.90 0.88 -0.02 -1.8% 0.00
Volume
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 14.62 14.20 12.80
R3 13.95 13.53 12.61
R2 13.28 13.28 12.55
R1 12.86 12.86 12.49 12.74
PP 12.61 12.61 12.61 12.55
S1 12.19 12.19 12.37 12.07
S2 11.94 11.94 12.31
S3 11.27 11.52 12.25
S4 10.60 10.85 12.06
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 19.87 18.65 14.24
R3 17.67 16.45 13.64
R2 15.47 15.47 13.43
R1 14.25 14.25 13.23 14.86
PP 13.27 13.27 13.27 13.58
S1 12.05 12.05 12.83 12.66
S2 11.07 11.07 12.63
S3 8.87 9.85 12.43
S4 6.67 7.65 11.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.49 12.29 2.20 17.7% 1.05 8.5% 6% False False
10 14.49 11.82 2.67 21.5% 0.78 6.3% 23% False False
20 14.49 11.81 2.68 21.6% 0.71 5.7% 23% False False
40 19.86 11.81 8.05 64.8% 0.83 6.7% 8% False False
60 23.08 11.81 11.27 90.7% 1.31 10.5% 6% False False
80 23.08 11.81 11.27 90.7% 1.32 10.6% 6% False False
100 23.08 11.81 11.27 90.7% 1.34 10.8% 6% False False
120 23.08 11.81 11.27 90.7% 1.28 10.3% 6% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 15.89
2.618 14.79
1.618 14.12
1.000 13.71
0.618 13.45
HIGH 13.04
0.618 12.78
0.500 12.71
0.382 12.63
LOW 12.37
0.618 11.96
1.000 11.70
1.618 11.29
2.618 10.62
4.250 9.52
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 12.71 13.17
PP 12.61 12.92
S1 12.52 12.68

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

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