CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-May-2024
Day Change Summary
Previous Current
03-May-2024 06-May-2024 Change Change % Previous Week
Open 14.51 13.98 -0.53 -3.7% 15.37
High 14.58 14.02 -0.56 -3.8% 16.22
Low 13.48 13.44 -0.04 -0.3% 13.48
Close 13.49 13.49 0.00 0.0% 13.49
Range 1.10 0.58 -0.52 -47.3% 2.74
ATR 1.57 1.50 -0.07 -4.5% 0.00
Volume
Daily Pivots for day following 06-May-2024
Classic Woodie Camarilla DeMark
R4 15.39 15.02 13.81
R3 14.81 14.44 13.65
R2 14.23 14.23 13.60
R1 13.86 13.86 13.54 13.76
PP 13.65 13.65 13.65 13.60
S1 13.28 13.28 13.44 13.18
S2 13.07 13.07 13.38
S3 12.49 12.70 13.33
S4 11.91 12.12 13.17
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 22.62 20.79 15.00
R3 19.88 18.05 14.24
R2 17.14 17.14 13.99
R1 15.31 15.31 13.74 14.86
PP 14.40 14.40 14.40 14.17
S1 12.57 12.57 13.24 12.12
S2 11.66 11.66 12.99
S3 8.92 9.83 12.74
S4 6.18 7.09 11.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.22 13.44 2.78 20.6% 1.25 9.3% 2% False True
10 17.55 13.44 4.11 30.5% 1.23 9.1% 1% False True
20 21.36 13.44 7.92 58.7% 1.80 13.4% 1% False True
40 21.36 12.40 8.96 66.4% 1.43 10.6% 12% False False
60 21.36 12.40 8.96 66.4% 1.27 9.4% 12% False False
80 21.36 12.35 9.01 66.8% 1.16 8.6% 13% False False
100 21.36 11.81 9.55 70.8% 1.09 8.1% 18% False False
120 21.36 11.81 9.55 70.8% 1.02 7.6% 18% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 16.49
2.618 15.54
1.618 14.96
1.000 14.60
0.618 14.38
HIGH 14.02
0.618 13.80
0.500 13.73
0.382 13.66
LOW 13.44
0.618 13.08
1.000 12.86
1.618 12.50
2.618 11.92
4.250 10.98
Fisher Pivots for day following 06-May-2024
Pivot 1 day 3 day
R1 13.73 14.77
PP 13.65 14.34
S1 13.57 13.92

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

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