CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Oct-2024
Day Change Summary
Previous Current
07-Oct-2024 08-Oct-2024 Change Change % Previous Week
Open 20.76 22.92 2.16 10.4% 17.01
High 23.03 23.14 0.11 0.5% 20.75
Low 20.65 21.14 0.49 2.4% 16.47
Close 22.64 21.42 -1.22 -5.4% 19.21
Range 2.38 2.00 -0.38 -16.0% 4.28
ATR 2.29 2.27 -0.02 -0.9% 0.00
Volume
Daily Pivots for day following 08-Oct-2024
Classic Woodie Camarilla DeMark
R4 27.90 26.66 22.52
R3 25.90 24.66 21.97
R2 23.90 23.90 21.79
R1 22.66 22.66 21.60 22.28
PP 21.90 21.90 21.90 21.71
S1 20.66 20.66 21.24 20.28
S2 19.90 19.90 21.05
S3 17.90 18.66 20.87
S4 15.90 16.66 20.32
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 23.14 18.48 4.66 21.8% 1.95 9.1% 63% True False
10 23.14 14.90 8.24 38.5% 1.85 8.7% 79% True False
20 23.14 14.90 8.24 38.5% 1.69 7.9% 79% True False
40 23.76 14.46 9.30 43.4% 1.97 9.2% 75% False False
60 65.73 10.62 55.11 257.3% 3.20 14.9% 20% False False
80 65.73 10.62 55.11 257.3% 2.59 12.1% 20% False False
100 65.73 10.62 55.11 257.3% 2.26 10.5% 20% False False
120 65.73 10.62 55.11 257.3% 2.08 9.7% 20% 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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.64
2.618 28.38
1.618 26.38
1.000 25.14
0.618 24.38
HIGH 23.14
0.618 22.38
0.500 22.14
0.382 21.90
LOW 21.14
0.618 19.90
1.000 19.14
1.618 17.90
2.618 15.90
4.250 12.64
Fisher Pivots for day following 08-Oct-2024
Pivot 1 day 3 day
R1 22.14 21.22
PP 21.90 21.01
S1 21.66 20.81

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

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