CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Apr-2024
Day Change Summary
Previous Current
09-Apr-2024 10-Apr-2024 Change Change % Previous Week
Open 15.34 15.24 -0.10 -0.7% 13.61
High 16.63 16.62 -0.01 -0.1% 16.92
Low 14.94 14.59 -0.35 -2.3% 13.55
Close 14.98 15.80 0.82 5.5% 16.03
Range 1.69 2.03 0.34 20.1% 3.37
ATR 1.18 1.24 0.06 5.1% 0.00
Volume
Daily Pivots for day following 10-Apr-2024
Classic Woodie Camarilla DeMark
R4 21.76 20.81 16.92
R3 19.73 18.78 16.36
R2 17.70 17.70 16.17
R1 16.75 16.75 15.99 17.23
PP 15.67 15.67 15.67 15.91
S1 14.72 14.72 15.61 15.20
S2 13.64 13.64 15.43
S3 11.61 12.69 15.24
S4 9.58 10.66 14.68
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 25.61 24.19 17.88
R3 22.24 20.82 16.96
R2 18.87 18.87 16.65
R1 17.45 17.45 16.34 18.16
PP 15.50 15.50 15.50 15.86
S1 14.08 14.08 15.72 14.79
S2 12.13 12.13 15.41
S3 8.76 10.71 15.10
S4 5.39 7.34 14.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.92 13.74 3.18 20.1% 1.90 12.0% 65% False False
10 16.92 12.66 4.26 27.0% 1.37 8.7% 74% False False
20 16.92 12.40 4.52 28.6% 1.13 7.1% 75% False False
40 17.94 12.40 5.54 35.1% 1.07 6.7% 61% False False
60 17.94 12.40 5.54 35.1% 0.98 6.2% 61% False False
80 17.94 11.84 6.10 38.6% 0.93 5.9% 65% False False
100 17.94 11.81 6.13 38.8% 0.89 5.6% 65% False False
120 23.08 11.81 11.27 71.3% 1.00 6.4% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 25.25
2.618 21.93
1.618 19.90
1.000 18.65
0.618 17.87
HIGH 16.62
0.618 15.84
0.500 15.61
0.382 15.37
LOW 14.59
0.618 13.34
1.000 12.56
1.618 11.31
2.618 9.28
4.250 5.96
Fisher Pivots for day following 10-Apr-2024
Pivot 1 day 3 day
R1 15.74 15.74
PP 15.67 15.67
S1 15.61 15.61

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

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