CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 15.67 15.76 0.09 0.6% 16.27
High 16.04 21.99 5.95 37.1% 17.89
Low 14.78 15.71 0.93 6.3% 14.78
Close 15.00 20.72 5.72 38.1% 15.00
Range 1.26 6.28 5.02 398.4% 3.11
ATR 3.14 3.41 0.28 8.8% 0.00
Volume
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 38.31 35.80 24.17
R3 32.03 29.52 22.45
R2 25.75 25.75 21.87
R1 23.24 23.24 21.30 24.50
PP 19.47 19.47 19.47 20.10
S1 16.96 16.96 20.14 18.22
S2 13.19 13.19 19.57
S3 6.91 10.68 18.99
S4 0.63 4.40 17.27
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 25.22 23.22 16.71
R3 22.11 20.11 15.86
R2 19.00 19.00 15.57
R1 17.00 17.00 15.29 16.45
PP 15.89 15.89 15.89 15.61
S1 13.89 13.89 14.71 13.34
S2 12.78 12.78 14.43
S3 9.67 10.78 14.14
S4 6.56 7.67 13.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.99 14.78 7.21 34.8% 2.56 12.3% 82% True False
10 21.99 14.78 7.21 34.8% 2.00 9.6% 82% True False
20 34.77 14.46 20.31 98.0% 3.05 14.7% 31% False False
40 65.73 10.62 55.11 266.0% 3.65 17.6% 18% False False
60 65.73 10.62 55.11 266.0% 2.71 13.1% 18% False False
80 65.73 10.62 55.11 266.0% 2.26 10.9% 18% False False
100 65.73 10.62 55.11 266.0% 2.14 10.3% 18% False False
120 65.73 10.62 55.11 266.0% 1.97 9.5% 18% 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 0.25
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 48.68
2.618 38.43
1.618 32.15
1.000 28.27
0.618 25.87
HIGH 21.99
0.618 19.59
0.500 18.85
0.382 18.11
LOW 15.71
0.618 11.83
1.000 9.43
1.618 5.55
2.618 -0.73
4.250 -10.98
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 20.10 19.94
PP 19.47 19.16
S1 18.85 18.39

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

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