CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 14.50 13.08 -1.42 -9.8% 12.51
High 14.87 14.31 -0.56 -3.8% 14.88
Low 12.84 13.00 0.16 1.2% 12.36
Close 12.92 13.11 0.19 1.5% 12.92
Range 2.03 1.31 -0.72 -35.5% 2.52
ATR 1.22 1.23 0.01 1.0% 0.00
Volume
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 17.40 16.57 13.83
R3 16.09 15.26 13.47
R2 14.78 14.78 13.35
R1 13.95 13.95 13.23 14.37
PP 13.47 13.47 13.47 13.68
S1 12.64 12.64 12.99 13.06
S2 12.16 12.16 12.87
S3 10.85 11.33 12.75
S4 9.54 10.02 12.39
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 20.95 19.45 14.31
R3 18.43 16.93 13.61
R2 15.91 15.91 13.38
R1 14.41 14.41 13.15 15.16
PP 13.39 13.39 13.39 13.76
S1 11.89 11.89 12.69 12.64
S2 10.87 10.87 12.46
S3 8.35 9.37 12.23
S4 5.83 6.85 11.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.88 12.36 2.52 19.2% 1.25 9.5% 30% False False
10 14.88 11.52 3.36 25.6% 1.14 8.7% 47% False False
20 14.88 11.52 3.36 25.6% 0.88 6.7% 47% False False
40 21.36 11.52 9.84 75.1% 1.36 10.4% 16% False False
60 21.36 11.52 9.84 75.1% 1.27 9.7% 16% False False
80 21.36 11.52 9.84 75.1% 1.17 8.9% 16% False False
100 21.36 11.52 9.84 75.1% 1.10 8.4% 16% False False
120 21.36 11.52 9.84 75.1% 1.05 8.0% 16% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 19.88
2.618 17.74
1.618 16.43
1.000 15.62
0.618 15.12
HIGH 14.31
0.618 13.81
0.500 13.66
0.382 13.50
LOW 13.00
0.618 12.19
1.000 11.69
1.618 10.88
2.618 9.57
4.250 7.43
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 13.66 13.86
PP 13.47 13.61
S1 13.29 13.36

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

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