CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 17.91 21.33 3.42 19.1% 16.94
High 18.37 21.36 2.99 16.3% 21.36
Low 17.21 18.18 0.97 5.6% 16.26
Close 18.00 18.71 0.71 3.9% 18.71
Range 1.16 3.18 2.02 174.1% 5.10
ATR 1.64 1.77 0.12 7.4% 0.00
Volume
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 28.96 27.01 20.46
R3 25.78 23.83 19.58
R2 22.60 22.60 19.29
R1 20.65 20.65 19.00 20.04
PP 19.42 19.42 19.42 19.11
S1 17.47 17.47 18.42 16.86
S2 16.24 16.24 18.13
S3 13.06 14.29 17.84
S4 9.88 11.11 16.96
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 34.08 31.49 21.52
R3 28.98 26.39 20.11
R2 23.88 23.88 19.65
R1 21.29 21.29 19.18 22.59
PP 18.78 18.78 18.78 19.42
S1 16.19 16.19 18.24 17.49
S2 13.68 13.68 17.78
S3 8.58 11.09 17.31
S4 3.48 5.99 15.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.36 16.26 5.10 27.3% 2.21 11.8% 48% True False
10 21.36 14.59 6.77 36.2% 2.31 12.4% 61% True False
20 21.36 12.58 8.78 46.9% 1.67 8.9% 70% True False
40 21.36 12.40 8.96 47.9% 1.28 6.9% 70% True False
60 21.36 12.40 8.96 47.9% 1.17 6.3% 70% True False
80 21.36 12.35 9.01 48.2% 1.09 5.8% 71% True False
100 21.36 11.81 9.55 51.0% 1.02 5.4% 72% True False
120 22.07 11.81 10.26 54.8% 1.02 5.5% 67% 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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 34.88
2.618 29.69
1.618 26.51
1.000 24.54
0.618 23.33
HIGH 21.36
0.618 20.15
0.500 19.77
0.382 19.39
LOW 18.18
0.618 16.21
1.000 15.00
1.618 13.03
2.618 9.85
4.250 4.67
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 19.77 19.29
PP 19.42 19.09
S1 19.06 18.90

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

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