CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 33.71 24.77 -8.94 -26.5% 16.59
High 34.77 29.76 -5.01 -14.4% 29.66
Low 24.02 21.99 -2.03 -8.5% 15.71
Close 27.71 27.85 0.14 0.5% 23.39
Range 10.75 7.77 -2.98 -27.7% 13.95
ATR 6.01 6.13 0.13 2.1% 0.00
Volume
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 49.84 46.62 32.12
R3 42.07 38.85 29.99
R2 34.30 34.30 29.27
R1 31.08 31.08 28.56 32.69
PP 26.53 26.53 26.53 27.34
S1 23.31 23.31 27.14 24.92
S2 18.76 18.76 26.43
S3 10.99 15.54 25.71
S4 3.22 7.77 23.58
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 15.95 49.78 178.7% 14.81 53.2% 24% False False
10 65.73 15.71 50.02 179.6% 8.27 29.7% 24% False False
20 65.73 10.62 55.11 197.9% 5.14 18.4% 31% False False
40 65.73 10.62 55.11 197.9% 2.96 10.6% 31% False False
60 65.73 10.62 55.11 197.9% 2.29 8.2% 31% False False
80 65.73 10.62 55.11 197.9% 2.06 7.4% 31% False False
100 65.73 10.62 55.11 197.9% 1.92 6.9% 31% False False
120 65.73 10.62 55.11 197.9% 1.74 6.2% 31% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.64
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.78
2.618 50.10
1.618 42.33
1.000 37.53
0.618 34.56
HIGH 29.76
0.618 26.79
0.500 25.88
0.382 24.96
LOW 21.99
0.618 17.19
1.000 14.22
1.618 9.42
2.618 1.65
4.250 -11.03
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 27.19 43.86
PP 26.53 38.52
S1 25.88 33.19

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

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