CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 15.51 16.54 1.03 6.6% 15.94
High 17.89 16.57 -1.32 -7.4% 18.06
Low 15.46 15.19 -0.27 -1.7% 14.46
Close 17.11 15.65 -1.46 -8.5% 15.86
Range 2.43 1.38 -1.05 -43.2% 3.60
ATR 3.39 3.28 -0.10 -3.1% 0.00
Volume
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 19.94 19.18 16.41
R3 18.56 17.80 16.03
R2 17.18 17.18 15.90
R1 16.42 16.42 15.78 16.11
PP 15.80 15.80 15.80 15.65
S1 15.04 15.04 15.52 14.73
S2 14.42 14.42 15.40
S3 13.04 13.66 15.27
S4 11.66 12.28 14.89
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 17.89 15.19 2.70 17.3% 1.54 9.9% 17% False True
10 18.06 14.46 3.60 23.0% 1.51 9.7% 33% False False
20 65.73 14.46 51.27 327.6% 5.27 33.7% 2% False False
40 65.73 10.62 55.11 352.1% 3.49 22.3% 9% False False
60 65.73 10.62 55.11 352.1% 2.60 16.6% 9% False False
80 65.73 10.62 55.11 352.1% 2.18 13.9% 9% False False
100 65.73 10.62 55.11 352.1% 2.10 13.4% 9% False False
120 65.73 10.62 55.11 352.1% 1.93 12.3% 9% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22.44
2.618 20.18
1.618 18.80
1.000 17.95
0.618 17.42
HIGH 16.57
0.618 16.04
0.500 15.88
0.382 15.72
LOW 15.19
0.618 14.34
1.000 13.81
1.618 12.96
2.618 11.58
4.250 9.33
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 15.88 16.54
PP 15.80 16.24
S1 15.73 15.95

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

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