CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Oct-2024
Day Change Summary
Previous Current
15-Oct-2024 16-Oct-2024 Change Change % Previous Week
Open 19.61 20.77 1.16 5.9% 20.76
High 20.89 21.01 0.12 0.6% 23.14
Low 19.44 19.45 0.01 0.1% 20.14
Close 20.64 19.58 -1.06 -5.1% 20.46
Range 1.45 1.56 0.11 7.6% 3.00
ATR 1.92 1.90 -0.03 -1.4% 0.00
Volume
Daily Pivots for day following 16-Oct-2024
Classic Woodie Camarilla DeMark
R4 24.69 23.70 20.44
R3 23.13 22.14 20.01
R2 21.57 21.57 19.87
R1 20.58 20.58 19.72 20.30
PP 20.01 20.01 20.01 19.87
S1 19.02 19.02 19.44 18.74
S2 18.45 18.45 19.29
S3 16.89 17.46 19.15
S4 15.33 15.90 18.72
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 21.38 19.44 1.94 9.9% 1.19 6.1% 7% False False
10 23.14 18.48 4.66 23.8% 1.52 7.8% 24% False False
20 23.14 14.90 8.24 42.1% 1.52 7.7% 57% False False
40 23.76 14.78 8.98 45.9% 1.88 9.6% 53% False False
60 65.73 14.46 51.27 261.8% 3.08 15.7% 10% False False
80 65.73 10.62 55.11 281.5% 2.61 13.3% 16% False False
100 65.73 10.62 55.11 281.5% 2.28 11.6% 16% False False
120 65.73 10.62 55.11 281.5% 2.05 10.5% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 27.64
2.618 25.09
1.618 23.53
1.000 22.57
0.618 21.97
HIGH 21.01
0.618 20.41
0.500 20.23
0.382 20.05
LOW 19.45
0.618 18.49
1.000 17.89
1.618 16.93
2.618 15.37
4.250 12.82
Fisher Pivots for day following 16-Oct-2024
Pivot 1 day 3 day
R1 20.23 20.23
PP 20.01 20.01
S1 19.80 19.80

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

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