CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 12.86 12.64 -0.22 -1.7% 13.22
High 12.95 13.31 0.36 2.8% 14.58
Low 12.67 12.35 -0.32 -2.5% 13.10
Close 12.69 12.44 -0.25 -2.0% 13.35
Range 0.28 0.96 0.68 242.9% 1.48
ATR 0.87 0.88 0.01 0.7% 0.00
Volume
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 15.58 14.97 12.97
R3 14.62 14.01 12.70
R2 13.66 13.66 12.62
R1 13.05 13.05 12.53 12.88
PP 12.70 12.70 12.70 12.61
S1 12.09 12.09 12.35 11.92
S2 11.74 11.74 12.26
S3 10.78 11.13 12.18
S4 9.82 10.17 11.91
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 18.12 17.21 14.16
R3 16.64 15.73 13.76
R2 15.16 15.16 13.62
R1 14.25 14.25 13.49 14.71
PP 13.68 13.68 13.68 13.90
S1 12.77 12.77 13.21 13.23
S2 12.20 12.20 13.08
S3 10.72 11.29 12.94
S4 9.24 9.81 12.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.58 12.35 2.23 17.9% 0.88 7.1% 4% False True
10 14.58 12.35 2.23 17.9% 0.81 6.5% 4% False True
20 14.58 11.82 2.76 22.2% 0.80 6.4% 22% False False
40 14.86 11.81 3.05 24.5% 0.76 6.1% 21% False False
60 23.08 11.81 11.27 90.6% 1.04 8.4% 6% False False
80 23.08 11.81 11.27 90.6% 1.30 10.4% 6% False False
100 23.08 11.81 11.27 90.6% 1.25 10.1% 6% False False
120 23.08 11.81 11.27 90.6% 1.28 10.3% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17.39
2.618 15.82
1.618 14.86
1.000 14.27
0.618 13.90
HIGH 13.31
0.618 12.94
0.500 12.83
0.382 12.72
LOW 12.35
0.618 11.76
1.000 11.39
1.618 10.80
2.618 9.84
4.250 8.27
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 12.83 12.90
PP 12.70 12.75
S1 12.57 12.59

Download as Excel Spreadsheet

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

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