CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Dec-2024
Day Change Summary
Previous Current
09-Dec-2024 10-Dec-2024 Change Change % Previous Week
Open 13.36 14.30 0.94 7.0% 14.08
High 14.23 14.54 0.31 2.2% 14.10
Low 13.35 13.86 0.51 3.8% 12.70
Close 14.19 14.18 -0.01 -0.1% 12.77
Range 0.88 0.68 -0.20 -22.7% 1.40
ATR 1.39 1.34 -0.05 -3.7% 0.00
Volume
Daily Pivots for day following 10-Dec-2024
Classic Woodie Camarilla DeMark
R4 16.23 15.89 14.55
R3 15.55 15.21 14.37
R2 14.87 14.87 14.30
R1 14.53 14.53 14.24 14.36
PP 14.19 14.19 14.19 14.11
S1 13.85 13.85 14.12 13.68
S2 13.51 13.51 14.06
S3 12.83 13.17 13.99
S4 12.15 12.49 13.81
Weekly Pivots for week ending 06-Dec-2024
Classic Woodie Camarilla DeMark
R4 17.39 16.48 13.54
R3 15.99 15.08 13.16
R2 14.59 14.59 13.03
R1 13.68 13.68 12.90 13.44
PP 13.19 13.19 13.19 13.07
S1 12.28 12.28 12.64 12.04
S2 11.79 11.79 12.51
S3 10.39 10.88 12.39
S4 8.99 9.48 12.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.54 12.70 1.84 13.0% 0.75 5.3% 80% True False
10 15.13 12.70 2.43 17.1% 0.81 5.7% 61% False False
20 18.79 12.70 6.09 42.9% 1.34 9.4% 24% False False
40 23.42 12.70 10.72 75.6% 1.37 9.7% 14% False False
60 23.42 12.70 10.72 75.6% 1.43 10.1% 14% False False
80 23.76 12.70 11.06 78.0% 1.62 11.4% 13% False False
100 65.73 12.70 53.03 374.0% 2.40 16.9% 3% False False
120 65.73 10.62 55.11 388.6% 2.19 15.4% 6% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 17.43
2.618 16.32
1.618 15.64
1.000 15.22
0.618 14.96
HIGH 14.54
0.618 14.28
0.500 14.20
0.382 14.12
LOW 13.86
0.618 13.44
1.000 13.18
1.618 12.76
2.618 12.08
4.250 10.97
Fisher Pivots for day following 10-Dec-2024
Pivot 1 day 3 day
R1 14.20 13.99
PP 14.19 13.81
S1 14.19 13.62

Download as Excel Spreadsheet

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

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