CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 20.52 23.39 2.87 14.0% 16.59
High 29.66 65.73 36.07 121.6% 29.66
Low 20.01 23.39 3.38 16.9% 15.71
Close 23.39 38.57 15.18 64.9% 23.39
Range 9.65 42.34 32.69 338.8% 13.95
ATR 2.50 5.35 2.85 113.7% 0.00
Volume
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 169.58 146.42 61.86
R3 127.24 104.08 50.21
R2 84.90 84.90 46.33
R1 61.74 61.74 42.45 73.32
PP 42.56 42.56 42.56 48.36
S1 19.40 19.40 34.69 30.98
S2 0.22 0.22 30.81
S3 -42.12 -22.94 26.93
S4 -84.46 -65.28 15.28
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 65.73 15.71 50.02 129.7% 11.72 30.4% 46% True False
10 65.73 13.90 51.83 134.4% 6.89 17.9% 48% True False
20 65.73 10.62 55.11 142.9% 4.25 11.0% 51% True False
40 65.73 10.62 55.11 142.9% 2.54 6.6% 51% True False
60 65.73 10.62 55.11 142.9% 2.00 5.2% 51% True False
80 65.73 10.62 55.11 142.9% 1.91 5.0% 51% True False
100 65.73 10.62 55.11 142.9% 1.76 4.6% 51% True False
120 65.73 10.62 55.11 142.9% 1.63 4.2% 51% 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 0.29
Widest range in 1012 trading days
Fibonacci Retracements and Extensions
4.250 245.68
2.618 176.58
1.618 134.24
1.000 108.07
0.618 91.90
HIGH 65.73
0.618 49.56
0.500 44.56
0.382 39.56
LOW 23.39
0.618 -2.78
1.000 -18.95
1.618 -45.12
2.618 -87.46
4.250 -156.56
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 44.56 40.84
PP 42.56 40.08
S1 40.57 39.33

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

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