CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 12.51 13.75 1.24 9.9% 12.27
High 13.44 14.32 0.88 6.5% 13.37
Low 12.36 13.69 1.33 10.8% 11.52
Close 12.92 14.28 1.36 10.5% 11.93
Range 1.08 0.63 -0.45 -41.7% 1.85
ATR 1.13 1.15 0.02 1.7% 0.00
Volume
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 15.99 15.76 14.63
R3 15.36 15.13 14.45
R2 14.73 14.73 14.40
R1 14.50 14.50 14.34 14.62
PP 14.10 14.10 14.10 14.15
S1 13.87 13.87 14.22 13.99
S2 13.47 13.47 14.16
S3 12.84 13.24 14.11
S4 12.21 12.61 13.93
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 17.82 16.73 12.95
R3 15.97 14.88 12.44
R2 14.12 14.12 12.27
R1 13.03 13.03 12.10 12.65
PP 12.27 12.27 12.27 12.09
S1 11.18 11.18 11.76 10.80
S2 10.42 10.42 11.59
S3 8.57 9.33 11.42
S4 6.72 7.48 10.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.32 11.52 2.80 19.6% 1.12 7.8% 99% True False
10 14.32 11.52 2.80 19.6% 0.93 6.5% 99% True False
20 16.22 11.52 4.70 32.9% 0.88 6.2% 59% False False
40 21.36 11.52 9.84 68.9% 1.38 9.7% 28% False False
60 21.36 11.52 9.84 68.9% 1.24 8.7% 28% False False
80 21.36 11.52 9.84 68.9% 1.14 8.0% 28% False False
100 21.36 11.52 9.84 68.9% 1.09 7.6% 28% False False
120 21.36 11.52 9.84 68.9% 1.03 7.2% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 17.00
2.618 15.97
1.618 15.34
1.000 14.95
0.618 14.71
HIGH 14.32
0.618 14.08
0.500 14.01
0.382 13.93
LOW 13.69
0.618 13.30
1.000 13.06
1.618 12.67
2.618 12.04
4.250 11.01
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 14.19 13.89
PP 14.10 13.50
S1 14.01 13.11

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

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