CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Aug-2024
Day Change Summary
Previous Current
07-Aug-2024 08-Aug-2024 Change Change % Previous Week
Open 24.77 28.34 3.57 14.4% 16.59
High 29.76 29.47 -0.29 -1.0% 29.66
Low 21.99 23.36 1.37 6.2% 15.71
Close 27.85 23.79 -4.06 -14.6% 23.39
Range 7.77 6.11 -1.66 -21.4% 13.95
ATR 6.13 6.13 0.00 0.0% 0.00
Volume
Daily Pivots for day following 08-Aug-2024
Classic Woodie Camarilla DeMark
R4 43.87 39.94 27.15
R3 37.76 33.83 25.47
R2 31.65 31.65 24.91
R1 27.72 27.72 24.35 26.63
PP 25.54 25.54 25.54 25.00
S1 21.61 21.61 23.23 20.52
S2 19.43 19.43 22.67
S3 13.32 15.50 22.11
S4 7.21 9.39 20.43
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 20.01 45.72 192.2% 15.32 64.4% 8% False False
10 65.73 15.71 50.02 210.3% 8.59 36.1% 16% False False
20 65.73 10.62 55.11 231.7% 5.39 22.6% 24% False False
40 65.73 10.62 55.11 231.7% 3.10 13.0% 24% False False
60 65.73 10.62 55.11 231.7% 2.38 10.0% 24% False False
80 65.73 10.62 55.11 231.7% 2.09 8.8% 24% False False
100 65.73 10.62 55.11 231.7% 1.97 8.3% 24% False False
120 65.73 10.62 55.11 231.7% 1.79 7.5% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.44
2.618 45.47
1.618 39.36
1.000 35.58
0.618 33.25
HIGH 29.47
0.618 27.14
0.500 26.42
0.382 25.69
LOW 23.36
0.618 19.58
1.000 17.25
1.618 13.47
2.618 7.36
4.250 -2.61
Fisher Pivots for day following 08-Aug-2024
Pivot 1 day 3 day
R1 26.42 28.38
PP 25.54 26.85
S1 24.67 25.32

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

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