CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-May-2024
Day Change Summary
Previous Current
22-May-2024 23-May-2024 Change Change % Previous Week
Open 12.05 11.53 -0.52 -4.3% 13.26
High 12.81 13.37 0.56 4.4% 13.98
Low 11.78 11.52 -0.26 -2.2% 11.91
Close 12.29 12.77 0.48 3.9% 11.99
Range 1.03 1.85 0.82 79.6% 2.07
ATR 1.06 1.11 0.06 5.4% 0.00
Volume
Daily Pivots for day following 23-May-2024
Classic Woodie Camarilla DeMark
R4 18.10 17.29 13.79
R3 16.25 15.44 13.28
R2 14.40 14.40 13.11
R1 13.59 13.59 12.94 14.00
PP 12.55 12.55 12.55 12.76
S1 11.74 11.74 12.60 12.15
S2 10.70 10.70 12.43
S3 8.85 9.89 12.26
S4 7.00 8.04 11.75
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 18.84 17.48 13.13
R3 16.77 15.41 12.56
R2 14.70 14.70 12.37
R1 13.34 13.34 12.18 12.99
PP 12.63 12.63 12.63 12.45
S1 11.27 11.27 11.80 10.92
S2 10.56 10.56 11.61
S3 8.49 9.20 11.42
S4 6.42 7.13 10.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13.37 11.52 1.85 14.5% 0.94 7.3% 68% True True
10 13.98 11.52 2.46 19.3% 0.82 6.4% 51% False True
20 16.22 11.52 4.70 36.8% 0.90 7.0% 27% False True
40 21.36 11.52 9.84 77.1% 1.38 10.8% 13% False True
60 21.36 11.52 9.84 77.1% 1.22 9.6% 13% False True
80 21.36 11.52 9.84 77.1% 1.14 8.9% 13% False True
100 21.36 11.52 9.84 77.1% 1.09 8.5% 13% False True
120 21.36 11.52 9.84 77.1% 1.02 8.0% 13% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 21.23
2.618 18.21
1.618 16.36
1.000 15.22
0.618 14.51
HIGH 13.37
0.618 12.66
0.500 12.45
0.382 12.23
LOW 11.52
0.618 10.38
1.000 9.67
1.618 8.53
2.618 6.68
4.250 3.66
Fisher Pivots for day following 23-May-2024
Pivot 1 day 3 day
R1 12.66 12.66
PP 12.55 12.55
S1 12.45 12.45

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

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