CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 13.89 13.62 -0.27 -1.9% 13.49
High 14.04 15.33 1.29 9.2% 15.53
Low 13.67 13.42 -0.25 -1.8% 13.32
Close 13.75 14.40 0.65 4.7% 14.74
Range 0.37 1.91 1.54 416.2% 2.21
ATR 0.99 1.05 0.07 6.7% 0.00
Volume
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 20.11 19.17 15.45
R3 18.20 17.26 14.93
R2 16.29 16.29 14.75
R1 15.35 15.35 14.58 15.82
PP 14.38 14.38 14.38 14.62
S1 13.44 13.44 14.22 13.91
S2 12.47 12.47 14.05
S3 10.56 11.53 13.87
S4 8.65 9.62 13.35
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 21.16 20.16 15.96
R3 18.95 17.95 15.35
R2 16.74 16.74 15.15
R1 15.74 15.74 14.94 16.24
PP 14.53 14.53 14.53 14.78
S1 13.53 13.53 14.54 14.03
S2 12.32 12.32 14.33
S3 10.11 11.32 14.13
S4 7.90 9.11 13.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.04 13.42 2.62 18.2% 1.23 8.5% 37% False True
10 16.04 13.08 2.96 20.6% 1.01 7.0% 45% False False
20 16.12 13.08 3.04 21.1% 0.84 5.9% 43% False False
40 17.94 12.41 5.53 38.4% 0.92 6.4% 36% False False
60 17.94 12.29 5.65 39.2% 0.88 6.1% 37% False False
80 17.94 11.81 6.13 42.6% 0.84 5.8% 42% False False
100 23.08 11.81 11.27 78.3% 0.95 6.6% 23% False False
120 23.08 11.81 11.27 78.3% 1.15 8.0% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 23.45
2.618 20.33
1.618 18.42
1.000 17.24
0.618 16.51
HIGH 15.33
0.618 14.60
0.500 14.38
0.382 14.15
LOW 13.42
0.618 12.24
1.000 11.51
1.618 10.33
2.618 8.42
4.250 5.30
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 14.39 14.39
PP 14.38 14.38
S1 14.38 14.38

Download as Excel Spreadsheet

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

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