CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 12.98 12.67 -0.31 -2.4% 13.85
High 13.26 12.88 -0.38 -2.9% 13.88
Low 12.10 11.85 -0.25 -2.1% 11.87
Close 12.22 12.03 -0.19 -1.6% 12.44
Range 1.16 1.03 -0.13 -11.2% 2.01
ATR 0.96 0.97 0.00 0.5% 0.00
Volume
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 15.34 14.72 12.60
R3 14.31 13.69 12.31
R2 13.28 13.28 12.22
R1 12.66 12.66 12.12 12.46
PP 12.25 12.25 12.25 12.15
S1 11.63 11.63 11.94 11.43
S2 11.22 11.22 11.84
S3 10.19 10.60 11.75
S4 9.16 9.57 11.46
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 18.76 17.61 13.55
R3 16.75 15.60 12.99
R2 14.74 14.74 12.81
R1 13.59 13.59 12.62 13.16
PP 12.73 12.73 12.73 12.52
S1 11.58 11.58 12.26 11.15
S2 10.72 10.72 12.07
S3 8.71 9.57 11.89
S4 6.70 7.56 11.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13.26 11.85 1.41 11.7% 0.90 7.5% 13% False True
10 13.88 11.85 2.03 16.9% 0.86 7.1% 9% False True
20 14.08 11.85 2.23 18.5% 0.85 7.1% 8% False True
40 14.88 11.52 3.36 27.9% 0.87 7.2% 15% False False
60 21.36 11.52 9.84 81.8% 1.19 9.9% 5% False False
80 21.36 11.52 9.84 81.8% 1.16 9.7% 5% False False
100 21.36 11.52 9.84 81.8% 1.10 9.2% 5% False False
120 21.36 11.52 9.84 81.8% 1.06 8.8% 5% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17.26
2.618 15.58
1.618 14.55
1.000 13.91
0.618 13.52
HIGH 12.88
0.618 12.49
0.500 12.37
0.382 12.24
LOW 11.85
0.618 11.21
1.000 10.82
1.618 10.18
2.618 9.15
4.250 7.47
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 12.37 12.56
PP 12.25 12.38
S1 12.14 12.21

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

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