CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 16.66 16.20 -0.46 -2.8% 16.79
High 16.77 19.48 2.71 16.2% 19.32
Low 15.71 15.95 0.24 1.5% 13.90
Close 16.36 18.59 2.23 13.6% 16.39
Range 1.06 3.53 2.47 233.0% 5.42
ATR 1.71 1.84 0.13 7.6% 0.00
Volume
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 28.60 27.12 20.53
R3 25.07 23.59 19.56
R2 21.54 21.54 19.24
R1 20.06 20.06 18.91 20.80
PP 18.01 18.01 18.01 18.38
S1 16.53 16.53 18.27 17.27
S2 14.48 14.48 17.94
S3 10.95 13.00 17.62
S4 7.42 9.47 16.65
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 32.80 30.01 19.37
R3 27.38 24.59 17.88
R2 21.96 21.96 17.38
R1 19.17 19.17 16.89 17.86
PP 16.54 16.54 16.54 15.88
S1 13.75 13.75 15.89 12.44
S2 11.12 11.12 15.40
S3 5.70 8.33 14.90
S4 0.28 2.91 13.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.48 15.71 3.77 20.3% 1.86 10.0% 76% True False
10 19.48 10.62 8.86 47.7% 2.56 13.8% 90% True False
20 19.48 10.62 8.86 47.7% 1.72 9.2% 90% True False
40 19.48 10.62 8.86 47.7% 1.27 6.8% 90% True False
60 19.48 10.62 8.86 47.7% 1.15 6.2% 90% True False
80 21.36 10.62 10.74 57.8% 1.31 7.1% 74% False False
100 21.36 10.62 10.74 57.8% 1.26 6.8% 74% False False
120 21.36 10.62 10.74 57.8% 1.21 6.5% 74% 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 False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 34.48
2.618 28.72
1.618 25.19
1.000 23.01
0.618 21.66
HIGH 19.48
0.618 18.13
0.500 17.72
0.382 17.30
LOW 15.95
0.618 13.77
1.000 12.42
1.618 10.24
2.618 6.71
4.250 0.95
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 18.30 18.26
PP 18.01 17.93
S1 17.72 17.60

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

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