CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 15.76 23.20 7.44 47.2% 16.27
High 21.99 23.31 1.32 6.0% 17.89
Low 15.71 19.37 3.66 23.3% 14.78
Close 20.72 21.32 0.60 2.9% 15.00
Range 6.28 3.94 -2.34 -37.3% 3.11
ATR 3.41 3.45 0.04 1.1% 0.00
Volume
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 33.15 31.18 23.49
R3 29.21 27.24 22.40
R2 25.27 25.27 22.04
R1 23.30 23.30 21.68 22.32
PP 21.33 21.33 21.33 20.84
S1 19.36 19.36 20.96 18.38
S2 17.39 17.39 20.60
S3 13.45 15.42 20.24
S4 9.51 11.48 19.15
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 23.31 14.78 8.53 40.0% 3.06 14.3% 77% True False
10 23.31 14.78 8.53 40.0% 2.27 10.7% 77% True False
20 29.76 14.46 15.30 71.8% 2.71 12.7% 45% False False
40 65.73 10.62 55.11 258.5% 3.74 17.5% 19% False False
60 65.73 10.62 55.11 258.5% 2.76 12.9% 19% False False
80 65.73 10.62 55.11 258.5% 2.30 10.8% 19% False False
100 65.73 10.62 55.11 258.5% 2.15 10.1% 19% False False
120 65.73 10.62 55.11 258.5% 2.00 9.4% 19% 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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.06
2.618 33.62
1.618 29.68
1.000 27.25
0.618 25.74
HIGH 23.31
0.618 21.80
0.500 21.34
0.382 20.88
LOW 19.37
0.618 16.94
1.000 15.43
1.618 13.00
2.618 9.06
4.250 2.63
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 21.34 20.56
PP 21.33 19.80
S1 21.33 19.05

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

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