CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 20.79 20.06 -0.73 -3.5% 23.39
High 21.19 20.79 -0.40 -1.9% 65.73
Low 18.89 17.95 -0.94 -5.0% 20.31
Close 20.71 18.12 -2.59 -12.5% 20.37
Range 2.30 2.84 0.54 23.5% 45.42
ATR 5.73 5.52 -0.21 -3.6% 0.00
Volume
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 27.47 25.64 19.68
R3 24.63 22.80 18.90
R2 21.79 21.79 18.64
R1 19.96 19.96 18.38 19.46
PP 18.95 18.95 18.95 18.70
S1 17.12 17.12 17.86 16.62
S2 16.11 16.11 17.60
S3 13.27 14.28 17.34
S4 10.43 11.44 16.56
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 29.76 17.95 11.81 65.2% 4.65 25.6% 1% False True
10 65.73 15.71 50.02 276.0% 9.06 50.0% 5% False False
20 65.73 10.62 55.11 304.1% 5.76 31.8% 14% False False
40 65.73 10.62 55.11 304.1% 3.25 17.9% 14% False False
60 65.73 10.62 55.11 304.1% 2.49 13.8% 14% False False
80 65.73 10.62 55.11 304.1% 2.15 11.9% 14% False False
100 65.73 10.62 55.11 304.1% 2.03 11.2% 14% False False
120 65.73 10.62 55.11 304.1% 1.84 10.2% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.86
2.618 28.23
1.618 25.39
1.000 23.63
0.618 22.55
HIGH 20.79
0.618 19.71
0.500 19.37
0.382 19.03
LOW 17.95
0.618 16.19
1.000 15.11
1.618 13.35
2.618 10.51
4.250 5.88
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 19.37 21.24
PP 18.95 20.20
S1 18.54 19.16

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

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