CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Oct-2024
Day Change Summary
Previous Current
04-Oct-2024 07-Oct-2024 Change Change % Previous Week
Open 20.48 20.76 0.28 1.4% 17.01
High 20.48 23.03 2.55 12.5% 20.75
Low 18.48 20.65 2.17 11.7% 16.47
Close 19.21 22.64 3.43 17.9% 19.21
Range 2.00 2.38 0.38 19.0% 4.28
ATR 2.18 2.29 0.12 5.4% 0.00
Volume
Daily Pivots for day following 07-Oct-2024
Classic Woodie Camarilla DeMark
R4 29.25 28.32 23.95
R3 26.87 25.94 23.29
R2 24.49 24.49 23.08
R1 23.56 23.56 22.86 24.03
PP 22.11 22.11 22.11 22.34
S1 21.18 21.18 22.42 21.65
S2 19.73 19.73 22.20
S3 17.35 18.80 21.99
S4 14.97 16.42 21.33
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 23.03 16.61 6.42 28.4% 2.37 10.5% 94% True False
10 23.03 14.90 8.13 35.9% 1.79 7.9% 95% True False
20 23.03 14.90 8.13 35.9% 1.68 7.4% 95% True False
40 23.76 14.46 9.30 41.1% 1.98 8.7% 88% False False
60 65.73 10.62 55.11 243.4% 3.17 14.0% 22% False False
80 65.73 10.62 55.11 243.4% 2.58 11.4% 22% False False
100 65.73 10.62 55.11 243.4% 2.25 10.0% 22% False False
120 65.73 10.62 55.11 243.4% 2.07 9.2% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 33.15
2.618 29.26
1.618 26.88
1.000 25.41
0.618 24.50
HIGH 23.03
0.618 22.12
0.500 21.84
0.382 21.56
LOW 20.65
0.618 19.18
1.000 18.27
1.618 16.80
2.618 14.42
4.250 10.54
Fisher Pivots for day following 07-Oct-2024
Pivot 1 day 3 day
R1 22.37 22.01
PP 22.11 21.38
S1 21.84 20.76

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

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