CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 20.75 21.98 1.23 5.9% 15.76
High 21.53 23.76 2.23 10.4% 23.76
Low 19.21 18.86 -0.35 -1.8% 15.71
Close 19.90 22.38 2.48 12.5% 22.38
Range 2.32 4.90 2.58 111.2% 8.05
ATR 3.37 3.48 0.11 3.2% 0.00
Volume
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 36.37 34.27 25.08
R3 31.47 29.37 23.73
R2 26.57 26.57 23.28
R1 24.47 24.47 22.83 25.52
PP 21.67 21.67 21.67 22.19
S1 19.57 19.57 21.93 20.62
S2 16.77 16.77 21.48
S3 11.87 14.67 21.03
S4 6.97 9.77 19.69
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 44.77 41.62 26.81
R3 36.72 33.57 24.59
R2 28.67 28.67 23.86
R1 25.52 25.52 23.12 27.10
PP 20.62 20.62 20.62 21.40
S1 17.47 17.47 21.64 19.05
S2 12.57 12.57 20.90
S3 4.52 9.42 20.17
S4 -3.53 1.37 17.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.76 14.78 8.98 40.1% 3.74 16.7% 85% True False
10 23.76 14.78 8.98 40.1% 2.64 11.8% 85% True False
20 24.52 14.46 10.06 45.0% 2.37 10.6% 79% False False
40 65.73 10.62 55.11 246.2% 3.88 17.3% 21% False False
60 65.73 10.62 55.11 246.2% 2.86 12.8% 21% False False
80 65.73 10.62 55.11 246.2% 2.38 10.6% 21% False False
100 65.73 10.62 55.11 246.2% 2.15 9.6% 21% False False
120 65.73 10.62 55.11 246.2% 2.03 9.1% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.59
2.618 36.59
1.618 31.69
1.000 28.66
0.618 26.79
HIGH 23.76
0.618 21.89
0.500 21.31
0.382 20.73
LOW 18.86
0.618 15.83
1.000 13.96
1.618 10.93
2.618 6.03
4.250 -1.97
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 22.02 22.02
PP 21.67 21.67
S1 21.31 21.31

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

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