CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 16.72 15.76 -0.96 -5.7% 16.94
High 16.76 16.38 -0.38 -2.3% 21.36
Low 15.69 15.58 -0.11 -0.7% 16.26
Close 15.69 15.97 0.28 1.8% 18.71
Range 1.07 0.80 -0.27 -25.2% 5.10
ATR 1.75 1.68 -0.07 -3.9% 0.00
Volume
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 18.38 17.97 16.41
R3 17.58 17.17 16.19
R2 16.78 16.78 16.12
R1 16.37 16.37 16.04 16.58
PP 15.98 15.98 15.98 16.08
S1 15.57 15.57 15.90 15.78
S2 15.18 15.18 15.82
S3 14.38 14.77 15.75
S4 13.58 13.97 15.53
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 15.58 5.78 36.2% 1.65 10.3% 7% False True
10 21.36 14.91 6.45 40.4% 2.19 13.7% 16% False False
20 21.36 12.66 8.70 54.5% 1.78 11.2% 38% False False
40 21.36 12.40 8.96 56.1% 1.34 8.4% 40% False False
60 21.36 12.40 8.96 56.1% 1.19 7.4% 40% False False
80 21.36 12.35 9.01 56.4% 1.11 7.0% 40% False False
100 21.36 11.81 9.55 59.8% 1.03 6.5% 44% False False
120 21.36 11.81 9.55 59.8% 1.01 6.3% 44% 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 0.34
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 19.78
2.618 18.47
1.618 17.67
1.000 17.18
0.618 16.87
HIGH 16.38
0.618 16.07
0.500 15.98
0.382 15.89
LOW 15.58
0.618 15.09
1.000 14.78
1.618 14.29
2.618 13.49
4.250 12.18
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 15.98 17.15
PP 15.98 16.76
S1 15.97 16.36

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

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