CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 13.67 13.12 -0.55 -4.0% 14.75
High 13.67 13.42 -0.25 -1.8% 14.86
Low 13.11 12.84 -0.27 -2.1% 12.40
Close 13.19 13.24 0.05 0.4% 13.06
Range 0.56 0.58 0.02 3.6% 2.46
ATR 0.97 0.94 -0.03 -2.9% 0.00
Volume
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 14.91 14.65 13.56
R3 14.33 14.07 13.40
R2 13.75 13.75 13.35
R1 13.49 13.49 13.29 13.62
PP 13.17 13.17 13.17 13.23
S1 12.91 12.91 13.19 13.04
S2 12.59 12.59 13.13
S3 12.01 12.33 13.08
S4 11.43 11.75 12.92
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 20.82 19.40 14.41
R3 18.36 16.94 13.74
R2 15.90 15.90 13.51
R1 14.48 14.48 13.29 13.96
PP 13.44 13.44 13.44 13.18
S1 12.02 12.02 12.83 11.50
S2 10.98 10.98 12.61
S3 8.52 9.56 12.38
S4 6.06 7.10 11.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.17 12.40 1.77 13.4% 0.71 5.4% 47% False False
10 15.53 12.40 3.13 23.6% 0.89 6.7% 27% False False
20 16.04 12.40 3.64 27.5% 0.90 6.8% 23% False False
40 17.94 12.40 5.54 41.8% 0.89 6.7% 15% False False
60 17.94 12.35 5.59 42.2% 0.89 6.7% 16% False False
80 17.94 11.81 6.13 46.3% 0.84 6.4% 23% False False
100 18.42 11.81 6.61 49.9% 0.85 6.4% 22% False False
120 23.08 11.81 11.27 85.1% 1.08 8.1% 13% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 15.89
2.618 14.94
1.618 14.36
1.000 14.00
0.618 13.78
HIGH 13.42
0.618 13.20
0.500 13.13
0.382 13.06
LOW 12.84
0.618 12.48
1.000 12.26
1.618 11.90
2.618 11.32
4.250 10.38
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 13.20 13.20
PP 13.17 13.16
S1 13.13 13.13

Download as Excel Spreadsheet

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

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