CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 16.21 15.51 -0.70 -4.3% 15.94
High 16.81 17.89 1.08 6.4% 18.06
Low 15.37 15.46 0.09 0.6% 14.46
Close 15.43 17.11 1.68 10.9% 15.86
Range 1.44 2.43 0.99 68.8% 3.60
ATR 3.46 3.39 -0.07 -2.1% 0.00
Volume
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 24.11 23.04 18.45
R3 21.68 20.61 17.78
R2 19.25 19.25 17.56
R1 18.18 18.18 17.33 18.72
PP 16.82 16.82 16.82 17.09
S1 15.75 15.75 16.89 16.29
S2 14.39 14.39 16.66
S3 11.96 13.32 16.44
S4 9.53 10.89 15.77
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 26.93 24.99 17.84
R3 23.33 21.39 16.85
R2 19.73 19.73 16.52
R1 17.79 17.79 16.19 16.96
PP 16.13 16.13 16.13 15.71
S1 14.19 14.19 15.53 13.36
S2 12.53 12.53 15.20
S3 8.93 10.59 14.87
S4 5.33 6.99 13.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.06 15.37 2.69 15.7% 1.73 10.1% 65% False False
10 18.06 14.46 3.60 21.0% 1.57 9.2% 74% False False
20 65.73 14.46 51.27 299.6% 5.38 31.4% 5% False False
40 65.73 10.62 55.11 322.1% 3.47 20.3% 12% False False
60 65.73 10.62 55.11 322.1% 2.59 15.2% 12% False False
80 65.73 10.62 55.11 322.1% 2.17 12.7% 12% False False
100 65.73 10.62 55.11 322.1% 2.10 12.3% 12% False False
120 65.73 10.62 55.11 322.1% 1.93 11.3% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 28.22
2.618 24.25
1.618 21.82
1.000 20.32
0.618 19.39
HIGH 17.89
0.618 16.96
0.500 16.68
0.382 16.39
LOW 15.46
0.618 13.96
1.000 13.03
1.618 11.53
2.618 9.10
4.250 5.13
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 16.97 16.95
PP 16.82 16.79
S1 16.68 16.63

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

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