CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Oct-2024
Day Change Summary
Previous Current
25-Oct-2024 28-Oct-2024 Change Change % Previous Week
Open 19.22 19.11 -0.11 -0.6% 18.78
High 20.51 19.88 -0.63 -3.1% 20.51
Low 18.23 18.91 0.68 3.7% 18.05
Close 20.33 19.80 -0.53 -2.6% 20.33
Range 2.28 0.97 -1.31 -57.5% 2.46
ATR 1.79 1.76 -0.03 -1.5% 0.00
Volume
Daily Pivots for day following 28-Oct-2024
Classic Woodie Camarilla DeMark
R4 22.44 22.09 20.33
R3 21.47 21.12 20.07
R2 20.50 20.50 19.98
R1 20.15 20.15 19.89 20.33
PP 19.53 19.53 19.53 19.62
S1 19.18 19.18 19.71 19.36
S2 18.56 18.56 19.62
S3 17.59 18.21 19.53
S4 16.62 17.24 19.27
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 27.01 26.13 21.68
R3 24.55 23.67 21.01
R2 22.09 22.09 20.78
R1 21.21 21.21 20.56 21.65
PP 19.63 19.63 19.63 19.85
S1 18.75 18.75 20.10 19.19
S2 17.17 17.17 19.88
S3 14.71 16.29 19.65
S4 12.25 13.83 18.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.51 18.05 2.46 12.4% 1.71 8.6% 71% False False
10 21.01 17.99 3.02 15.3% 1.46 7.4% 60% False False
20 23.14 16.61 6.53 33.0% 1.64 8.3% 49% False False
40 23.76 14.90 8.86 44.7% 1.85 9.4% 55% False False
60 65.73 14.46 51.27 258.9% 2.85 14.4% 10% False False
80 65.73 10.62 55.11 278.3% 2.68 13.5% 17% False False
100 65.73 10.62 55.11 278.3% 2.31 11.7% 17% False False
120 65.73 10.62 55.11 278.3% 2.08 10.5% 17% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 24.00
2.618 22.42
1.618 21.45
1.000 20.85
0.618 20.48
HIGH 19.88
0.618 19.51
0.500 19.40
0.382 19.28
LOW 18.91
0.618 18.31
1.000 17.94
1.618 17.34
2.618 16.37
4.250 14.79
Fisher Pivots for day following 28-Oct-2024
Pivot 1 day 3 day
R1 19.67 19.66
PP 19.53 19.51
S1 19.40 19.37

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

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