CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 13.75 14.82 1.07 7.8% 12.27
High 14.32 14.88 0.56 3.9% 13.37
Low 13.69 13.67 -0.02 -0.1% 11.52
Close 14.28 14.47 0.19 1.3% 11.93
Range 0.63 1.21 0.58 92.1% 1.85
ATR 1.15 1.16 0.00 0.3% 0.00
Volume
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 17.97 17.43 15.14
R3 16.76 16.22 14.80
R2 15.55 15.55 14.69
R1 15.01 15.01 14.58 14.68
PP 14.34 14.34 14.34 14.17
S1 13.80 13.80 14.36 13.47
S2 13.13 13.13 14.25
S3 11.92 12.59 14.14
S4 10.71 11.38 13.80
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 14.88 11.52 3.36 23.2% 1.15 8.0% 88% True False
10 14.88 11.52 3.36 23.2% 0.90 6.2% 88% True False
20 16.09 11.52 4.57 31.6% 0.85 5.8% 65% False False
40 21.36 11.52 9.84 68.0% 1.39 9.6% 30% False False
60 21.36 11.52 9.84 68.0% 1.24 8.6% 30% False False
80 21.36 11.52 9.84 68.0% 1.14 7.9% 30% False False
100 21.36 11.52 9.84 68.0% 1.09 7.5% 30% False False
120 21.36 11.52 9.84 68.0% 1.03 7.1% 30% 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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 20.02
2.618 18.05
1.618 16.84
1.000 16.09
0.618 15.63
HIGH 14.88
0.618 14.42
0.500 14.28
0.382 14.13
LOW 13.67
0.618 12.92
1.000 12.46
1.618 11.71
2.618 10.50
4.250 8.53
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 14.41 14.19
PP 14.34 13.90
S1 14.28 13.62

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

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