CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Oct-2024
Day Change Summary
Previous Current
02-Oct-2024 03-Oct-2024 Change Change % Previous Week
Open 19.65 19.63 -0.02 -0.1% 16.71
High 20.36 20.75 0.39 1.9% 16.97
Low 18.58 19.16 0.58 3.1% 14.90
Close 18.90 20.49 1.59 8.4% 16.96
Range 1.78 1.59 -0.19 -10.7% 2.07
ATR 2.22 2.19 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 03-Oct-2024
Classic Woodie Camarilla DeMark
R4 24.90 24.29 21.36
R3 23.31 22.70 20.93
R2 21.72 21.72 20.78
R1 21.11 21.11 20.64 21.42
PP 20.13 20.13 20.13 20.29
S1 19.52 19.52 20.34 19.83
S2 18.54 18.54 20.20
S3 16.95 17.93 20.05
S4 15.36 16.34 19.62
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 20.75 15.20 5.55 27.1% 2.12 10.3% 95% True False
10 20.75 14.90 5.85 28.6% 1.56 7.6% 96% True False
20 23.76 14.90 8.86 43.2% 1.82 8.9% 63% False False
40 29.47 14.46 15.01 73.3% 2.13 10.4% 40% False False
60 65.73 10.62 55.11 269.0% 3.13 15.3% 18% False False
80 65.73 10.62 55.11 269.0% 2.54 12.4% 18% False False
100 65.73 10.62 55.11 269.0% 2.22 10.8% 18% False False
120 65.73 10.62 55.11 269.0% 2.08 10.2% 18% 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 False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 27.51
2.618 24.91
1.618 23.32
1.000 22.34
0.618 21.73
HIGH 20.75
0.618 20.14
0.500 19.96
0.382 19.77
LOW 19.16
0.618 18.18
1.000 17.57
1.618 16.59
2.618 15.00
4.250 12.40
Fisher Pivots for day following 03-Oct-2024
Pivot 1 day 3 day
R1 20.31 19.89
PP 20.13 19.28
S1 19.96 18.68

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

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