CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 18.41 16.27 -2.14 -11.6% 23.39
High 18.49 16.68 -1.81 -9.8% 65.73
Low 16.12 14.77 -1.35 -8.4% 20.31
Close 16.19 15.23 -0.96 -5.9% 20.37
Range 2.37 1.91 -0.46 -19.4% 45.42
ATR 5.30 5.06 -0.24 -4.6% 0.00
Volume
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 21.29 20.17 16.28
R3 19.38 18.26 15.76
R2 17.47 17.47 15.58
R1 16.35 16.35 15.41 15.96
PP 15.56 15.56 15.56 15.36
S1 14.44 14.44 15.05 14.05
S2 13.65 13.65 14.88
S3 11.74 12.53 14.70
S4 9.83 10.62 14.18
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 24.52 14.77 9.75 64.0% 2.73 17.9% 5% False True
10 65.73 14.77 50.96 334.6% 9.03 59.3% 1% False True
20 65.73 10.62 55.11 361.9% 5.79 38.0% 8% False False
40 65.73 10.62 55.11 361.9% 3.32 21.8% 8% False False
60 65.73 10.62 55.11 361.9% 2.55 16.7% 8% False False
80 65.73 10.62 55.11 361.9% 2.14 14.1% 8% False False
100 65.73 10.62 55.11 361.9% 2.06 13.5% 8% False False
120 65.73 10.62 55.11 361.9% 1.87 12.3% 8% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.78
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 24.80
2.618 21.68
1.618 19.77
1.000 18.59
0.618 17.86
HIGH 16.68
0.618 15.95
0.500 15.73
0.382 15.50
LOW 14.77
0.618 13.59
1.000 12.86
1.618 11.68
2.618 9.77
4.250 6.65
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 15.73 17.78
PP 15.56 16.93
S1 15.40 16.08

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

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