CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Feb-2024
Day Change Summary
Previous Current
12-Feb-2024 13-Feb-2024 Change Change % Previous Week
Open 13.48 13.96 0.48 3.6% 14.37
High 13.94 17.94 4.00 28.7% 14.53
Low 13.34 13.75 0.41 3.1% 12.69
Close 13.93 15.85 1.92 13.8% 12.93
Range 0.60 4.19 3.59 598.3% 1.84
ATR 0.83 1.07 0.24 28.8% 0.00
Volume
Daily Pivots for day following 13-Feb-2024
Classic Woodie Camarilla DeMark
R4 28.42 26.32 18.15
R3 24.23 22.13 17.00
R2 20.04 20.04 16.62
R1 17.94 17.94 16.23 18.99
PP 15.85 15.85 15.85 16.37
S1 13.75 13.75 15.47 14.80
S2 11.66 11.66 15.08
S3 7.47 9.56 14.70
S4 3.28 5.37 13.55
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 18.90 17.76 13.94
R3 17.06 15.92 13.44
R2 15.22 15.22 13.27
R1 14.08 14.08 13.10 13.73
PP 13.38 13.38 13.38 13.21
S1 12.24 12.24 12.76 11.89
S2 11.54 11.54 12.59
S3 9.70 10.40 12.42
S4 7.86 8.56 11.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.94 12.69 5.25 33.1% 1.17 7.4% 60% True False
10 17.94 12.69 5.25 33.1% 1.03 6.5% 60% True False
20 17.94 12.41 5.53 34.9% 0.98 6.2% 62% True False
40 17.94 12.01 5.93 37.4% 0.88 5.6% 65% True False
60 17.94 11.81 6.13 38.7% 0.83 5.2% 66% True False
80 23.08 11.81 11.27 71.1% 1.00 6.3% 36% False False
100 23.08 11.81 11.27 71.1% 1.22 7.7% 36% False False
120 23.08 11.81 11.27 71.1% 1.20 7.6% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 35.75
2.618 28.91
1.618 24.72
1.000 22.13
0.618 20.53
HIGH 17.94
0.618 16.34
0.500 15.85
0.382 15.35
LOW 13.75
0.618 11.16
1.000 9.56
1.618 6.97
2.618 2.78
4.250 -4.06
Fisher Pivots for day following 13-Feb-2024
Pivot 1 day 3 day
R1 15.85 15.67
PP 15.85 15.49
S1 15.85 15.32

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

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