CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Jul-2024
Day Change Summary
Previous Current
18-Jul-2024 19-Jul-2024 Change Change % Previous Week
Open 14.27 16.44 2.17 15.2% 12.78
High 16.43 17.19 0.76 4.6% 17.19
Low 14.08 10.62 -3.46 -24.6% 10.62
Close 15.93 16.52 0.59 3.7% 16.52
Range 2.35 6.57 4.22 179.6% 6.57
ATR 0.98 1.38 0.40 40.7% 0.00
Volume
Daily Pivots for day following 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 34.49 32.07 20.13
R3 27.92 25.50 18.33
R2 21.35 21.35 17.72
R1 18.93 18.93 17.12 20.14
PP 14.78 14.78 14.78 15.38
S1 12.36 12.36 15.92 13.57
S2 8.21 8.21 15.32
S3 1.64 5.79 14.71
S4 -4.93 -0.78 12.91
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 34.49 32.07 20.13
R3 27.92 25.50 18.33
R2 21.35 21.35 17.72
R1 18.93 18.93 17.12 20.14
PP 14.78 14.78 14.78 15.38
S1 12.36 12.36 15.92 13.57
S2 8.21 8.21 15.32
S3 1.64 5.79 14.71
S4 -4.93 -0.78 12.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.19 10.62 6.57 39.8% 2.26 13.7% 90% True True
10 17.19 10.62 6.57 39.8% 1.46 8.8% 90% True True
20 17.19 10.62 6.57 39.8% 1.11 6.7% 90% True True
40 17.19 10.62 6.57 39.8% 1.07 6.5% 90% True True
60 17.55 10.62 6.93 41.9% 1.02 6.2% 85% False True
80 21.36 10.62 10.74 65.0% 1.20 7.3% 55% False True
100 21.36 10.62 10.74 65.0% 1.14 6.9% 55% False True
120 21.36 10.62 10.74 65.0% 1.11 6.7% 55% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 338 trading days
Fibonacci Retracements and Extensions
4.250 45.11
2.618 34.39
1.618 27.82
1.000 23.76
0.618 21.25
HIGH 17.19
0.618 14.68
0.500 13.91
0.382 13.13
LOW 10.62
0.618 6.56
1.000 4.05
1.618 -0.01
2.618 -6.58
4.250 -17.30
Fisher Pivots for day following 19-Jul-2024
Pivot 1 day 3 day
R1 15.65 15.65
PP 14.78 14.78
S1 13.91 13.91

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

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