CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Oct-2024
Day Change Summary
Previous Current
10-Oct-2024 11-Oct-2024 Change Change % Previous Week
Open 20.91 20.87 -0.04 -0.2% 20.76
High 21.38 21.16 -0.22 -1.0% 23.14
Low 20.65 20.14 -0.51 -2.5% 20.14
Close 20.93 20.46 -0.47 -2.2% 20.46
Range 0.73 1.02 0.29 39.7% 3.00
ATR 2.10 2.02 -0.08 -3.7% 0.00
Volume
Daily Pivots for day following 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 23.65 23.07 21.02
R3 22.63 22.05 20.74
R2 21.61 21.61 20.65
R1 21.03 21.03 20.55 20.81
PP 20.59 20.59 20.59 20.48
S1 20.01 20.01 20.37 19.79
S2 19.57 19.57 20.27
S3 18.55 18.99 20.18
S4 17.53 17.97 19.90
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 30.25 28.35 22.11
R3 27.25 25.35 21.29
R2 24.25 24.25 21.01
R1 22.35 22.35 20.74 21.80
PP 21.25 21.25 21.25 20.97
S1 19.35 19.35 20.19 18.80
S2 18.25 18.25 19.91
S3 15.25 16.35 19.64
S4 12.25 13.35 18.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.14 20.14 3.00 14.7% 1.49 7.3% 11% False True
10 23.14 16.47 6.67 32.6% 1.82 8.9% 60% False False
20 23.14 14.90 8.24 40.3% 1.52 7.4% 67% False False
40 23.76 14.46 9.30 45.5% 1.87 9.1% 65% False False
60 65.73 10.62 55.11 269.4% 3.18 15.5% 18% False False
80 65.73 10.62 55.11 269.4% 2.60 12.7% 18% False False
100 65.73 10.62 55.11 269.4% 2.27 11.1% 18% False False
120 65.73 10.62 55.11 269.4% 2.05 10.0% 18% 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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.50
2.618 23.83
1.618 22.81
1.000 22.18
0.618 21.79
HIGH 21.16
0.618 20.77
0.500 20.65
0.382 20.53
LOW 20.14
0.618 19.51
1.000 19.12
1.618 18.49
2.618 17.47
4.250 15.81
Fisher Pivots for day following 11-Oct-2024
Pivot 1 day 3 day
R1 20.65 21.08
PP 20.59 20.87
S1 20.52 20.67

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

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