CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Sep-2024
Day Change Summary
Previous Current
09-Sep-2024 10-Sep-2024 Change Change % Previous Week
Open 21.32 19.86 -1.46 -6.8% 15.76
High 21.41 20.74 -0.67 -3.1% 23.76
Low 19.29 18.90 -0.39 -2.0% 15.71
Close 19.45 19.08 -0.37 -1.9% 22.38
Range 2.12 1.84 -0.28 -13.2% 8.05
ATR 3.45 3.34 -0.12 -3.3% 0.00
Volume
Daily Pivots for day following 10-Sep-2024
Classic Woodie Camarilla DeMark
R4 25.09 23.93 20.09
R3 23.25 22.09 19.59
R2 21.41 21.41 19.42
R1 20.25 20.25 19.25 19.91
PP 19.57 19.57 19.57 19.41
S1 18.41 18.41 18.91 18.07
S2 17.73 17.73 18.74
S3 15.89 16.57 18.57
S4 14.05 14.73 18.07
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 18.86 4.90 25.7% 3.02 15.8% 4% False False
10 23.76 14.78 8.98 47.1% 2.79 14.6% 48% False False
20 23.76 14.46 9.30 48.7% 2.25 11.8% 50% False False
40 65.73 10.62 55.11 288.8% 3.95 20.7% 15% False False
60 65.73 10.62 55.11 288.8% 2.89 15.1% 15% False False
80 65.73 10.62 55.11 288.8% 2.40 12.6% 15% False False
100 65.73 10.62 55.11 288.8% 2.16 11.3% 15% False False
120 65.73 10.62 55.11 288.8% 2.05 10.8% 15% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 28.56
2.618 25.56
1.618 23.72
1.000 22.58
0.618 21.88
HIGH 20.74
0.618 20.04
0.500 19.82
0.382 19.60
LOW 18.90
0.618 17.76
1.000 17.06
1.618 15.92
2.618 14.08
4.250 11.08
Fisher Pivots for day following 10-Sep-2024
Pivot 1 day 3 day
R1 19.82 21.31
PP 19.57 20.57
S1 19.33 19.82

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

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