CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Apr-2024
Day Change Summary
Previous Current
16-Apr-2024 17-Apr-2024 Change Change % Previous Week
Open 19.49 18.24 -1.25 -6.4% 16.24
High 19.56 19.11 -0.45 -2.3% 19.20
Low 17.64 17.54 -0.10 -0.6% 14.59
Close 18.40 18.21 -0.19 -1.0% 17.31
Range 1.92 1.57 -0.35 -18.2% 4.61
ATR 1.69 1.68 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 17-Apr-2024
Classic Woodie Camarilla DeMark
R4 23.00 22.17 19.07
R3 21.43 20.60 18.64
R2 19.86 19.86 18.50
R1 19.03 19.03 18.35 18.66
PP 18.29 18.29 18.29 18.10
S1 17.46 17.46 18.07 17.09
S2 16.72 16.72 17.92
S3 15.15 15.89 17.78
S4 13.58 14.32 17.35
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 19.56 14.91 4.65 25.5% 2.74 15.0% 71% False False
10 19.56 13.74 5.82 32.0% 2.32 12.7% 77% False False
20 19.56 12.40 7.16 39.3% 1.55 8.5% 81% False False
40 19.56 12.40 7.16 39.3% 1.21 6.6% 81% False False
60 19.56 12.40 7.16 39.3% 1.13 6.2% 81% False False
80 19.56 12.35 7.21 39.6% 1.06 5.8% 81% False False
100 19.56 11.81 7.75 42.6% 0.99 5.4% 83% False False
120 22.07 11.81 10.26 56.3% 1.02 5.6% 62% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 25.78
2.618 23.22
1.618 21.65
1.000 20.68
0.618 20.08
HIGH 19.11
0.618 18.51
0.500 18.33
0.382 18.14
LOW 17.54
0.618 16.57
1.000 15.97
1.618 15.00
2.618 13.43
4.250 10.87
Fisher Pivots for day following 17-Apr-2024
Pivot 1 day 3 day
R1 18.33 18.11
PP 18.29 18.01
S1 18.25 17.91

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

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