CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Mar-2024
Day Change Summary
Previous Current
27-Mar-2024 28-Mar-2024 Change Change % Previous Week
Open 13.13 12.93 -0.20 -1.5% 13.67
High 13.34 13.10 -0.24 -1.8% 13.67
Low 12.66 12.84 0.18 1.4% 12.66
Close 12.78 13.01 0.23 1.8% 13.01
Range 0.68 0.26 -0.42 -61.8% 1.01
ATR 0.92 0.88 -0.04 -4.7% 0.00
Volume
Daily Pivots for day following 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 13.76 13.65 13.15
R3 13.50 13.39 13.08
R2 13.24 13.24 13.06
R1 13.13 13.13 13.03 13.19
PP 12.98 12.98 12.98 13.01
S1 12.87 12.87 12.99 12.93
S2 12.72 12.72 12.96
S3 12.46 12.61 12.94
S4 12.20 12.35 12.87
Weekly Pivots for week ending 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 16.14 15.59 13.57
R3 15.13 14.58 13.29
R2 14.12 14.12 13.20
R1 13.57 13.57 13.10 13.34
PP 13.11 13.11 13.11 13.00
S1 12.56 12.56 12.92 12.33
S2 12.10 12.10 12.82
S3 11.09 11.55 12.73
S4 10.08 10.54 12.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13.67 12.58 1.09 8.4% 0.53 4.1% 39% False False
10 15.53 12.40 3.13 24.1% 0.75 5.8% 19% False False
20 16.04 12.40 3.64 28.0% 0.88 6.8% 17% False False
40 17.94 12.40 5.54 42.6% 0.86 6.6% 11% False False
60 17.94 12.35 5.59 43.0% 0.87 6.7% 12% False False
80 17.94 11.81 6.13 47.1% 0.84 6.5% 20% False False
100 17.94 11.81 6.13 47.1% 0.83 6.4% 20% False False
120 23.08 11.81 11.27 86.6% 1.05 8.1% 11% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 14.21
2.618 13.78
1.618 13.52
1.000 13.36
0.618 13.26
HIGH 13.10
0.618 13.00
0.500 12.97
0.382 12.94
LOW 12.84
0.618 12.68
1.000 12.58
1.618 12.42
2.618 12.16
4.250 11.74
Fisher Pivots for day following 28-Mar-2024
Pivot 1 day 3 day
R1 13.00 13.04
PP 12.98 13.03
S1 12.97 13.02

Download as Excel Spreadsheet

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

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