CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Oct-2024
Day Change Summary
Previous Current
30-Sep-2024 01-Oct-2024 Change Change % Previous Week
Open 17.01 16.96 -0.05 -0.3% 16.71
High 17.79 20.73 2.94 16.5% 16.97
Low 16.47 16.61 0.14 0.9% 14.90
Close 16.73 19.26 2.53 15.1% 16.96
Range 1.32 4.12 2.80 212.1% 2.07
ATR 2.11 2.25 0.14 6.8% 0.00
Volume
Daily Pivots for day following 01-Oct-2024
Classic Woodie Camarilla DeMark
R4 31.23 29.36 21.53
R3 27.11 25.24 20.39
R2 22.99 22.99 20.02
R1 21.12 21.12 19.64 22.06
PP 18.87 18.87 18.87 19.33
S1 17.00 17.00 18.88 17.94
S2 14.75 14.75 18.50
S3 10.63 12.88 18.13
S4 6.51 8.76 16.99
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 20.73 14.90 5.83 30.3% 1.76 9.1% 75% True False
10 20.73 14.90 5.83 30.3% 1.54 8.0% 75% True False
20 23.76 14.90 8.86 46.0% 1.96 10.2% 49% False False
40 34.77 14.46 20.31 105.5% 2.50 13.0% 24% False False
60 65.73 10.62 55.11 286.1% 3.09 16.0% 16% False False
80 65.73 10.62 55.11 286.1% 2.52 13.1% 16% False False
100 65.73 10.62 55.11 286.1% 2.20 11.4% 16% False False
120 65.73 10.62 55.11 286.1% 2.11 11.0% 16% 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 0.30
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 38.24
2.618 31.52
1.618 27.40
1.000 24.85
0.618 23.28
HIGH 20.73
0.618 19.16
0.500 18.67
0.382 18.18
LOW 16.61
0.618 14.06
1.000 12.49
1.618 9.94
2.618 5.82
4.250 -0.90
Fisher Pivots for day following 01-Oct-2024
Pivot 1 day 3 day
R1 19.06 18.83
PP 18.87 18.40
S1 18.67 17.97

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

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