CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Oct-2024
Day Change Summary
Previous Current
21-Oct-2024 22-Oct-2024 Change Change % Previous Week
Open 18.78 18.79 0.01 0.1% 20.86
High 19.34 19.44 0.10 0.5% 21.01
Low 18.36 18.05 -0.31 -1.7% 17.99
Close 18.37 18.20 -0.17 -0.9% 18.03
Range 0.98 1.39 0.41 41.8% 3.02
ATR 1.75 1.72 -0.03 -1.5% 0.00
Volume
Daily Pivots for day following 22-Oct-2024
Classic Woodie Camarilla DeMark
R4 22.73 21.86 18.96
R3 21.34 20.47 18.58
R2 19.95 19.95 18.45
R1 19.08 19.08 18.33 18.82
PP 18.56 18.56 18.56 18.44
S1 17.69 17.69 18.07 17.43
S2 17.17 17.17 17.95
S3 15.78 16.30 17.82
S4 14.39 14.91 17.44
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 28.07 26.07 19.69
R3 25.05 23.05 18.86
R2 22.03 22.03 18.58
R1 20.03 20.03 18.31 19.52
PP 19.01 19.01 19.01 18.76
S1 17.01 17.01 17.75 16.50
S2 15.99 15.99 17.48
S3 12.97 13.99 17.20
S4 9.95 10.97 16.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.01 17.99 3.02 16.6% 1.20 6.6% 7% False False
10 22.01 17.99 4.02 22.1% 1.17 6.4% 5% False False
20 23.14 14.90 8.24 45.3% 1.51 8.3% 40% False False
40 23.76 14.78 8.98 49.3% 1.84 10.1% 38% False False
60 65.73 14.46 51.27 281.7% 3.00 16.5% 7% False False
80 65.73 10.62 55.11 302.8% 2.63 14.5% 14% False False
100 65.73 10.62 55.11 302.8% 2.29 12.6% 14% False False
120 65.73 10.62 55.11 302.8% 2.05 11.2% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 25.35
2.618 23.08
1.618 21.69
1.000 20.83
0.618 20.30
HIGH 19.44
0.618 18.91
0.500 18.75
0.382 18.58
LOW 18.05
0.618 17.19
1.000 16.66
1.618 15.80
2.618 14.41
4.250 12.14
Fisher Pivots for day following 22-Oct-2024
Pivot 1 day 3 day
R1 18.75 18.72
PP 18.56 18.54
S1 18.38 18.37

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

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