CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 16.44 16.79 0.35 2.1% 12.78
High 17.19 16.89 -0.30 -1.7% 17.19
Low 10.62 14.75 4.13 38.9% 10.62
Close 16.52 14.91 -1.61 -9.7% 16.52
Range 6.57 2.14 -4.43 -67.4% 6.57
ATR 1.38 1.43 0.05 3.9% 0.00
Volume
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 21.94 20.56 16.09
R3 19.80 18.42 15.50
R2 17.66 17.66 15.30
R1 16.28 16.28 15.11 15.90
PP 15.52 15.52 15.52 15.33
S1 14.14 14.14 14.71 13.76
S2 13.38 13.38 14.52
S3 11.24 12.00 14.32
S4 9.10 9.86 13.73
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 44.1% 2.58 17.3% 65% False False
10 17.19 10.62 6.57 44.1% 1.61 10.8% 65% False False
20 17.19 10.62 6.57 44.1% 1.18 7.9% 65% False False
40 17.19 10.62 6.57 44.1% 1.10 7.4% 65% False False
60 17.55 10.62 6.93 46.5% 1.04 7.0% 62% False False
80 21.36 10.62 10.74 72.0% 1.22 8.2% 40% False False
100 21.36 10.62 10.74 72.0% 1.16 7.8% 40% False False
120 21.36 10.62 10.74 72.0% 1.11 7.5% 40% 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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 25.99
2.618 22.49
1.618 20.35
1.000 19.03
0.618 18.21
HIGH 16.89
0.618 16.07
0.500 15.82
0.382 15.57
LOW 14.75
0.618 13.43
1.000 12.61
1.618 11.29
2.618 9.15
4.250 5.66
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 15.82 14.58
PP 15.52 14.24
S1 15.21 13.91

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

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