CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 12.05 12.22 0.17 1.4% 13.09
High 12.68 13.45 0.77 6.1% 13.45
Low 11.90 12.12 0.22 1.8% 11.90
Close 11.94 12.66 0.72 6.0% 12.66
Range 0.78 1.33 0.55 70.5% 1.55
ATR 1.07 1.10 0.03 3.0% 0.00
Volume
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 16.73 16.03 13.39
R3 15.40 14.70 13.03
R2 14.07 14.07 12.90
R1 13.37 13.37 12.78 13.72
PP 12.74 12.74 12.74 12.92
S1 12.04 12.04 12.54 12.39
S2 11.41 11.41 12.42
S3 10.08 10.71 12.29
S4 8.75 9.38 11.93
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 17.32 16.54 13.51
R3 15.77 14.99 13.09
R2 14.22 14.22 12.94
R1 13.44 13.44 12.80 13.06
PP 12.67 12.67 12.67 12.48
S1 11.89 11.89 12.52 11.51
S2 11.12 11.12 12.38
S3 9.57 10.34 12.23
S4 8.02 8.79 11.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13.45 11.90 1.55 12.2% 0.93 7.3% 49% True False
10 14.31 11.90 2.41 19.0% 0.90 7.1% 32% False False
20 14.88 11.52 3.36 26.5% 0.98 7.8% 34% False False
40 21.36 11.52 9.84 77.7% 1.06 8.4% 12% False False
60 21.36 11.52 9.84 77.7% 1.22 9.6% 12% False False
80 21.36 11.52 9.84 77.7% 1.14 9.0% 12% False False
100 21.36 11.52 9.84 77.7% 1.10 8.7% 12% False False
120 21.36 11.52 9.84 77.7% 1.06 8.4% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 19.10
2.618 16.93
1.618 15.60
1.000 14.78
0.618 14.27
HIGH 13.45
0.618 12.94
0.500 12.79
0.382 12.63
LOW 12.12
0.618 11.30
1.000 10.79
1.618 9.97
2.618 8.64
4.250 6.47
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 12.79 12.68
PP 12.74 12.67
S1 12.70 12.67

Download as Excel Spreadsheet

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

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