CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Apr-2024
Day Change Summary
Previous Current
11-Apr-2024 12-Apr-2024 Change Change % Previous Week
Open 16.02 14.91 -1.11 -6.9% 16.24
High 17.61 19.20 1.59 9.0% 19.20
Low 14.91 14.91 0.00 0.0% 14.59
Close 14.91 17.31 2.40 16.1% 17.31
Range 2.70 4.29 1.59 58.9% 4.61
ATR 1.35 1.56 0.21 15.6% 0.00
Volume
Daily Pivots for day following 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 30.01 27.95 19.67
R3 25.72 23.66 18.49
R2 21.43 21.43 18.10
R1 19.37 19.37 17.70 20.40
PP 17.14 17.14 17.14 17.66
S1 15.08 15.08 16.92 16.11
S2 12.85 12.85 16.52
S3 8.56 10.79 16.13
S4 4.27 6.50 14.95
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 30.86 28.70 19.85
R3 26.25 24.09 18.58
R2 21.64 21.64 18.16
R1 19.48 19.48 17.73 20.56
PP 17.03 17.03 17.03 17.58
S1 14.87 14.87 16.89 15.95
S2 12.42 12.42 16.46
S3 7.81 10.26 16.04
S4 3.20 5.65 14.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.20 14.59 4.61 26.6% 2.42 14.0% 59% True False
10 19.20 13.55 5.65 32.6% 1.98 11.4% 67% True False
20 19.20 12.40 6.80 39.3% 1.37 7.9% 72% True False
40 19.20 12.40 6.80 39.3% 1.10 6.4% 72% True False
60 19.20 12.40 6.80 39.3% 1.07 6.2% 72% True False
80 19.20 12.29 6.91 39.9% 1.00 5.8% 73% True False
100 19.20 11.81 7.39 42.7% 0.95 5.5% 74% True False
120 23.08 11.81 11.27 65.1% 1.02 5.9% 49% 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 0.36
Widest range in 265 trading days
Fibonacci Retracements and Extensions
4.250 37.43
2.618 30.43
1.618 26.14
1.000 23.49
0.618 21.85
HIGH 19.20
0.618 17.56
0.500 17.06
0.382 16.55
LOW 14.91
0.618 12.26
1.000 10.62
1.618 7.97
2.618 3.68
4.250 -3.32
Fisher Pivots for day following 12-Apr-2024
Pivot 1 day 3 day
R1 17.23 17.17
PP 17.14 17.03
S1 17.06 16.90

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

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