CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Jul-2024
Day Change Summary
Previous Current
23-Jul-2024 24-Jul-2024 Change Change % Previous Week
Open 15.21 15.35 0.14 0.9% 12.78
High 15.35 18.46 3.11 20.3% 17.19
Low 13.90 15.18 1.28 9.2% 10.62
Close 14.72 18.04 3.32 22.6% 16.52
Range 1.45 3.28 1.83 126.2% 6.57
ATR 1.43 1.60 0.16 11.5% 0.00
Volume
Daily Pivots for day following 24-Jul-2024
Classic Woodie Camarilla DeMark
R4 27.07 25.83 19.84
R3 23.79 22.55 18.94
R2 20.51 20.51 18.64
R1 19.27 19.27 18.34 19.89
PP 17.23 17.23 17.23 17.54
S1 15.99 15.99 17.74 16.61
S2 13.95 13.95 17.44
S3 10.67 12.71 17.14
S4 7.39 9.43 16.24
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 18.46 10.62 7.84 43.5% 3.16 17.5% 95% True False
10 18.46 10.62 7.84 43.5% 2.00 11.1% 95% True False
20 18.46 10.62 7.84 43.5% 1.35 7.5% 95% True False
40 18.46 10.62 7.84 43.5% 1.14 6.3% 95% True False
60 18.46 10.62 7.84 43.5% 1.06 5.9% 95% True False
80 21.36 10.62 10.74 59.5% 1.27 7.0% 69% False False
100 21.36 10.62 10.74 59.5% 1.19 6.6% 69% False False
120 21.36 10.62 10.74 59.5% 1.14 6.3% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 32.40
2.618 27.05
1.618 23.77
1.000 21.74
0.618 20.49
HIGH 18.46
0.618 17.21
0.500 16.82
0.382 16.43
LOW 15.18
0.618 13.15
1.000 11.90
1.618 9.87
2.618 6.59
4.250 1.24
Fisher Pivots for day following 24-Jul-2024
Pivot 1 day 3 day
R1 17.63 17.42
PP 17.23 16.80
S1 16.82 16.18

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

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