CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Apr-2024
Day Change Summary
Previous Current
24-Apr-2024 25-Apr-2024 Change Change % Previous Week
Open 15.76 16.25 0.49 3.1% 16.94
High 16.38 17.55 1.17 7.1% 21.36
Low 15.58 15.27 -0.31 -2.0% 16.26
Close 15.97 15.37 -0.60 -3.8% 18.71
Range 0.80 2.28 1.48 185.0% 5.10
ATR 1.68 1.72 0.04 2.6% 0.00
Volume
Daily Pivots for day following 25-Apr-2024
Classic Woodie Camarilla DeMark
R4 22.90 21.42 16.62
R3 20.62 19.14 16.00
R2 18.34 18.34 15.79
R1 16.86 16.86 15.58 16.46
PP 16.06 16.06 16.06 15.87
S1 14.58 14.58 15.16 14.18
S2 13.78 13.78 14.95
S3 11.50 12.30 14.74
S4 9.22 10.02 14.12
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 15.27 6.09 39.6% 1.87 12.2% 2% False True
10 21.36 14.91 6.45 42.0% 2.15 14.0% 7% False False
20 21.36 12.84 8.52 55.4% 1.86 12.1% 30% False False
40 21.36 12.40 8.96 58.3% 1.39 9.0% 33% False False
60 21.36 12.40 8.96 58.3% 1.22 7.9% 33% False False
80 21.36 12.35 9.01 58.6% 1.13 7.4% 34% False False
100 21.36 11.81 9.55 62.1% 1.05 6.8% 37% False False
120 21.36 11.81 9.55 62.1% 1.01 6.6% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 27.24
2.618 23.52
1.618 21.24
1.000 19.83
0.618 18.96
HIGH 17.55
0.618 16.68
0.500 16.41
0.382 16.14
LOW 15.27
0.618 13.86
1.000 12.99
1.618 11.58
2.618 9.30
4.250 5.58
Fisher Pivots for day following 25-Apr-2024
Pivot 1 day 3 day
R1 16.41 16.41
PP 16.06 16.06
S1 15.72 15.72

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

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