CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 16.20 20.52 4.32 26.7% 16.59
High 19.48 29.66 10.18 52.3% 29.66
Low 15.95 20.01 4.06 25.5% 15.71
Close 18.59 23.39 4.80 25.8% 23.39
Range 3.53 9.65 6.12 173.4% 13.95
ATR 1.84 2.50 0.66 35.7% 0.00
Volume
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 53.30 48.00 28.70
R3 43.65 38.35 26.04
R2 34.00 34.00 25.16
R1 28.70 28.70 24.27 31.35
PP 24.35 24.35 24.35 25.68
S1 19.05 19.05 22.51 21.70
S2 14.70 14.70 21.62
S3 5.05 9.40 20.74
S4 -4.60 -0.25 18.08
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 64.77 58.03 31.06
R3 50.82 44.08 27.23
R2 36.87 36.87 25.95
R1 30.13 30.13 24.67 33.50
PP 22.92 22.92 22.92 24.61
S1 16.18 16.18 22.11 19.55
S2 8.97 8.97 20.83
S3 -4.98 2.23 19.55
S4 -18.93 -11.72 15.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.66 15.71 13.95 59.6% 3.45 14.8% 55% True False
10 29.66 13.90 15.76 67.4% 2.87 12.3% 60% True False
20 29.66 10.62 19.04 81.4% 2.16 9.2% 67% True False
40 29.66 10.62 19.04 81.4% 1.49 6.4% 67% True False
60 29.66 10.62 19.04 81.4% 1.30 5.6% 67% True False
80 29.66 10.62 19.04 81.4% 1.41 6.0% 67% True False
100 29.66 10.62 19.04 81.4% 1.35 5.8% 67% True False
120 29.66 10.62 19.04 81.4% 1.28 5.5% 67% True 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 0.30
Widest range in 634 trading days
Fibonacci Retracements and Extensions
4.250 70.67
2.618 54.92
1.618 45.27
1.000 39.31
0.618 35.62
HIGH 29.66
0.618 25.97
0.500 24.84
0.382 23.70
LOW 20.01
0.618 14.05
1.000 10.36
1.618 4.40
2.618 -5.25
4.250 -21.00
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 24.84 23.16
PP 24.35 22.92
S1 23.87 22.69

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

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