CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 15.06 15.64 0.58 3.9% 16.71
High 15.83 16.97 1.14 7.2% 16.97
Low 14.90 15.20 0.30 2.0% 14.90
Close 15.37 16.96 1.59 10.3% 16.96
Range 0.93 1.77 0.84 90.3% 2.07
ATR 2.20 2.17 -0.03 -1.4% 0.00
Volume
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 21.69 21.09 17.93
R3 19.92 19.32 17.45
R2 18.15 18.15 17.28
R1 17.55 17.55 17.12 17.85
PP 16.38 16.38 16.38 16.53
S1 15.78 15.78 16.80 16.08
S2 14.61 14.61 16.64
S3 12.84 14.01 16.47
S4 11.07 12.24 15.99
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 22.49 21.79 18.10
R3 20.42 19.72 17.53
R2 18.35 18.35 17.34
R1 17.65 17.65 17.15 18.00
PP 16.28 16.28 16.28 16.45
S1 15.58 15.58 16.77 15.93
S2 14.21 14.21 16.58
S3 12.14 13.51 16.39
S4 10.07 11.44 15.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.97 14.90 2.07 12.2% 1.19 7.0% 100% True False
10 19.39 14.90 4.49 26.5% 1.22 7.2% 46% False False
20 23.76 14.78 8.98 52.9% 2.07 12.2% 24% False False
40 65.73 14.46 51.27 302.3% 3.67 21.6% 5% False False
60 65.73 10.62 55.11 324.9% 3.02 17.8% 12% False False
80 65.73 10.62 55.11 324.9% 2.47 14.6% 12% False False
100 65.73 10.62 55.11 324.9% 2.15 12.7% 12% False False
120 65.73 10.62 55.11 324.9% 2.10 12.4% 12% 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 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 24.49
2.618 21.60
1.618 19.83
1.000 18.74
0.618 18.06
HIGH 16.97
0.618 16.29
0.500 16.09
0.382 15.88
LOW 15.20
0.618 14.11
1.000 13.43
1.618 12.34
2.618 10.57
4.250 7.68
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 16.67 16.62
PP 16.38 16.28
S1 16.09 15.94

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

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