CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Oct-2024
Day Change Summary
Previous Current
30-Oct-2024 31-Oct-2024 Change Change % Previous Week
Open 19.33 21.44 2.11 10.9% 18.78
High 20.44 23.42 2.98 14.6% 20.51
Low 19.30 21.12 1.82 9.4% 18.05
Close 20.35 23.16 2.81 13.8% 20.33
Range 1.14 2.30 1.16 101.8% 2.46
ATR 1.70 1.80 0.10 5.8% 0.00
Volume
Daily Pivots for day following 31-Oct-2024
Classic Woodie Camarilla DeMark
R4 29.47 28.61 24.43
R3 27.17 26.31 23.79
R2 24.87 24.87 23.58
R1 24.01 24.01 23.37 24.44
PP 22.57 22.57 22.57 22.78
S1 21.71 21.71 22.95 22.14
S2 20.27 20.27 22.74
S3 17.97 19.41 22.53
S4 15.67 17.11 21.90
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 23.42 18.23 5.19 22.4% 1.63 7.0% 95% True False
10 23.42 17.99 5.43 23.4% 1.58 6.8% 95% True False
20 23.42 17.99 5.43 23.4% 1.51 6.5% 95% True False
40 23.76 14.90 8.86 38.3% 1.66 7.2% 93% False False
60 29.47 14.46 15.01 64.8% 1.92 8.3% 58% False False
80 65.73 10.62 55.11 238.0% 2.72 11.8% 23% False False
100 65.73 10.62 55.11 238.0% 2.34 10.1% 23% False False
120 65.73 10.62 55.11 238.0% 2.10 9.1% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 33.20
2.618 29.44
1.618 27.14
1.000 25.72
0.618 24.84
HIGH 23.42
0.618 22.54
0.500 22.27
0.382 22.00
LOW 21.12
0.618 19.70
1.000 18.82
1.618 17.40
2.618 15.10
4.250 11.35
Fisher Pivots for day following 31-Oct-2024
Pivot 1 day 3 day
R1 22.86 22.52
PP 22.57 21.88
S1 22.27 21.24

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

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