CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 16.71 15.87 -0.84 -5.0% 17.16
High 16.95 16.67 -0.28 -1.7% 19.39
Low 15.75 15.27 -0.48 -3.0% 15.81
Close 15.89 15.39 -0.50 -3.1% 16.15
Range 1.20 1.40 0.20 16.7% 3.58
ATR 2.50 2.42 -0.08 -3.1% 0.00
Volume
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 19.98 19.08 16.16
R3 18.58 17.68 15.78
R2 17.18 17.18 15.65
R1 16.28 16.28 15.52 16.03
PP 15.78 15.78 15.78 15.65
S1 14.88 14.88 15.26 14.63
S2 14.38 14.38 15.13
S3 12.98 13.48 15.01
S4 11.58 12.08 14.62
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 27.86 25.58 18.12
R3 24.28 22.00 17.13
R2 20.70 20.70 16.81
R1 18.42 18.42 16.48 17.77
PP 17.12 17.12 17.12 16.79
S1 14.84 14.84 15.82 14.19
S2 13.54 13.54 15.49
S3 9.96 11.26 15.17
S4 6.38 7.68 14.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.39 15.27 4.12 26.8% 1.33 8.6% 3% False True
10 21.41 15.27 6.14 39.9% 1.53 9.9% 2% False True
20 23.76 14.78 8.98 58.3% 2.16 14.0% 7% False False
40 65.73 14.46 51.27 333.1% 3.75 24.4% 2% False False
60 65.73 10.62 55.11 358.1% 3.00 19.5% 9% False False
80 65.73 10.62 55.11 358.1% 2.48 16.1% 9% False False
100 65.73 10.62 55.11 358.1% 2.15 14.0% 9% False False
120 65.73 10.62 55.11 358.1% 2.12 13.8% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22.62
2.618 20.34
1.618 18.94
1.000 18.07
0.618 17.54
HIGH 16.67
0.618 16.14
0.500 15.97
0.382 15.80
LOW 15.27
0.618 14.40
1.000 13.87
1.618 13.00
2.618 11.60
4.250 9.32
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 15.97 16.11
PP 15.78 15.87
S1 15.58 15.63

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

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