CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 28.34 23.78 -4.56 -16.1% 23.39
High 29.47 24.52 -4.95 -16.8% 65.73
Low 23.36 20.31 -3.05 -13.1% 20.31
Close 23.79 20.37 -3.42 -14.4% 20.37
Range 6.11 4.21 -1.90 -31.1% 45.42
ATR 6.13 5.99 -0.14 -2.2% 0.00
Volume
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 34.36 31.58 22.69
R3 30.15 27.37 21.53
R2 25.94 25.94 21.14
R1 23.16 23.16 20.76 22.45
PP 21.73 21.73 21.73 21.38
S1 18.95 18.95 19.98 18.24
S2 17.52 17.52 19.60
S3 13.31 14.74 19.21
S4 9.10 10.53 18.05
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 171.73 141.47 45.35
R3 126.31 96.05 32.86
R2 80.89 80.89 28.70
R1 50.63 50.63 24.53 43.05
PP 35.47 35.47 35.47 31.68
S1 5.21 5.21 16.21 -2.37
S2 -9.95 -9.95 12.04
S3 -55.37 -40.21 7.88
S4 -100.79 -85.63 -4.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.73 20.31 45.42 223.0% 14.24 69.9% 0% False True
10 65.73 15.71 50.02 245.6% 8.84 43.4% 9% False False
20 65.73 10.62 55.11 270.5% 5.56 27.3% 18% False False
40 65.73 10.62 55.11 270.5% 3.17 15.6% 18% False False
60 65.73 10.62 55.11 270.5% 2.44 12.0% 18% False False
80 65.73 10.62 55.11 270.5% 2.12 10.4% 18% False False
100 65.73 10.62 55.11 270.5% 2.00 9.8% 18% False False
120 65.73 10.62 55.11 270.5% 1.81 8.9% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.73
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.41
2.618 35.54
1.618 31.33
1.000 28.73
0.618 27.12
HIGH 24.52
0.618 22.91
0.500 22.42
0.382 21.92
LOW 20.31
0.618 17.71
1.000 16.10
1.618 13.50
2.618 9.29
4.250 2.42
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 22.42 25.04
PP 21.73 23.48
S1 21.05 21.93

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

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