CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 15.64 17.01 1.37 8.8% 16.71
High 16.97 17.79 0.82 4.8% 16.97
Low 15.20 16.47 1.27 8.4% 14.90
Close 16.96 16.73 -0.23 -1.4% 16.96
Range 1.77 1.32 -0.45 -25.4% 2.07
ATR 2.17 2.11 -0.06 -2.8% 0.00
Volume
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 20.96 20.16 17.46
R3 19.64 18.84 17.09
R2 18.32 18.32 16.97
R1 17.52 17.52 16.85 17.26
PP 17.00 17.00 17.00 16.87
S1 16.20 16.20 16.61 15.94
S2 15.68 15.68 16.49
S3 14.36 14.88 16.37
S4 13.04 13.56 16.00
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 17.79 14.90 2.89 17.3% 1.21 7.3% 63% True False
10 19.39 14.90 4.49 26.8% 1.27 7.6% 41% False False
20 23.76 14.90 8.86 53.0% 2.07 12.4% 21% False False
40 65.73 14.46 51.27 306.5% 3.46 20.7% 4% False False
60 65.73 10.62 55.11 329.4% 3.03 18.1% 11% False False
80 65.73 10.62 55.11 329.4% 2.48 14.8% 11% False False
100 65.73 10.62 55.11 329.4% 2.16 12.9% 11% False False
120 65.73 10.62 55.11 329.4% 2.09 12.5% 11% 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 True
Bear Hook False
Bull Hook True
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23.40
2.618 21.25
1.618 19.93
1.000 19.11
0.618 18.61
HIGH 17.79
0.618 17.29
0.500 17.13
0.382 16.97
LOW 16.47
0.618 15.65
1.000 15.15
1.618 14.33
2.618 13.01
4.250 10.86
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 17.13 16.60
PP 17.00 16.47
S1 16.86 16.35

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

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