CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Apr-2024
Day Change Summary
Previous Current
19-Apr-2024 22-Apr-2024 Change Change % Previous Week
Open 21.33 18.59 -2.74 -12.8% 16.94
High 21.36 18.72 -2.64 -12.4% 21.36
Low 18.18 16.69 -1.49 -8.2% 16.26
Close 18.71 16.94 -1.77 -9.5% 18.71
Range 3.18 2.03 -1.15 -36.2% 5.10
ATR 1.77 1.79 0.02 1.1% 0.00
Volume
Daily Pivots for day following 22-Apr-2024
Classic Woodie Camarilla DeMark
R4 23.54 22.27 18.06
R3 21.51 20.24 17.50
R2 19.48 19.48 17.31
R1 18.21 18.21 17.13 17.83
PP 17.45 17.45 17.45 17.26
S1 16.18 16.18 16.75 15.80
S2 15.42 15.42 16.57
S3 13.39 14.15 16.38
S4 11.36 12.12 15.82
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 16.69 4.67 27.6% 1.97 11.6% 5% False True
10 21.36 14.59 6.77 40.0% 2.38 14.0% 35% False False
20 21.36 12.66 8.70 51.4% 1.75 10.3% 49% False False
40 21.36 12.40 8.96 52.9% 1.32 7.8% 51% False False
60 21.36 12.40 8.96 52.9% 1.20 7.1% 51% False False
80 21.36 12.35 9.01 53.2% 1.10 6.5% 51% False False
100 21.36 11.81 9.55 56.4% 1.03 6.1% 54% False False
120 21.36 11.81 9.55 56.4% 1.02 6.0% 54% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.35
2.618 24.03
1.618 22.00
1.000 20.75
0.618 19.97
HIGH 18.72
0.618 17.94
0.500 17.71
0.382 17.47
LOW 16.69
0.618 15.44
1.000 14.66
1.618 13.41
2.618 11.38
4.250 8.06
Fisher Pivots for day following 22-Apr-2024
Pivot 1 day 3 day
R1 17.71 19.03
PP 17.45 18.33
S1 17.20 17.64

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

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