CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Oct-2024
Day Change Summary
Previous Current
03-Oct-2024 04-Oct-2024 Change Change % Previous Week
Open 19.63 20.48 0.85 4.3% 17.01
High 20.75 20.48 -0.27 -1.3% 20.75
Low 19.16 18.48 -0.68 -3.5% 16.47
Close 20.49 19.21 -1.28 -6.2% 19.21
Range 1.59 2.00 0.41 25.8% 4.28
ATR 2.19 2.18 -0.01 -0.6% 0.00
Volume
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 25.39 24.30 20.31
R3 23.39 22.30 19.76
R2 21.39 21.39 19.58
R1 20.30 20.30 19.39 19.85
PP 19.39 19.39 19.39 19.16
S1 18.30 18.30 19.03 17.85
S2 17.39 17.39 18.84
S3 15.39 16.30 18.66
S4 13.39 14.30 18.11
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 31.65 29.71 21.56
R3 27.37 25.43 20.39
R2 23.09 23.09 19.99
R1 21.15 21.15 19.60 22.12
PP 18.81 18.81 18.81 19.30
S1 16.87 16.87 18.82 17.84
S2 14.53 14.53 18.43
S3 10.25 12.59 18.03
S4 5.97 8.31 16.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.75 16.47 4.28 22.3% 2.16 11.3% 64% False False
10 20.75 14.90 5.85 30.5% 1.68 8.7% 74% False False
20 21.41 14.90 6.51 33.9% 1.67 8.7% 66% False False
40 24.52 14.46 10.06 52.4% 2.02 10.5% 47% False False
60 65.73 10.62 55.11 286.9% 3.14 16.4% 16% False False
80 65.73 10.62 55.11 286.9% 2.56 13.3% 16% False False
100 65.73 10.62 55.11 286.9% 2.24 11.6% 16% False False
120 65.73 10.62 55.11 286.9% 2.07 10.8% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 28.98
2.618 25.72
1.618 23.72
1.000 22.48
0.618 21.72
HIGH 20.48
0.618 19.72
0.500 19.48
0.382 19.24
LOW 18.48
0.618 17.24
1.000 16.48
1.618 15.24
2.618 13.24
4.250 9.98
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 19.48 19.62
PP 19.39 19.48
S1 19.30 19.35

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

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