CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Dec-2024
Day Change Summary
Previous Current
16-Dec-2024 17-Dec-2024 Change Change % Previous Week
Open 14.37 14.98 0.61 4.2% 13.36
High 14.69 15.94 1.25 8.5% 14.54
Low 13.99 14.78 0.79 5.6% 13.24
Close 14.69 15.87 1.18 8.0% 13.81
Range 0.70 1.16 0.46 65.7% 1.30
ATR 1.21 1.22 0.00 0.2% 0.00
Volume
Daily Pivots for day following 17-Dec-2024
Classic Woodie Camarilla DeMark
R4 19.01 18.60 16.51
R3 17.85 17.44 16.19
R2 16.69 16.69 16.08
R1 16.28 16.28 15.98 16.49
PP 15.53 15.53 15.53 15.63
S1 15.12 15.12 15.76 15.33
S2 14.37 14.37 15.66
S3 13.21 13.96 15.55
S4 12.05 12.80 15.23
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 17.76 17.09 14.53
R3 16.46 15.79 14.17
R2 15.16 15.16 14.05
R1 14.49 14.49 13.93 14.83
PP 13.86 13.86 13.86 14.03
S1 13.19 13.19 13.69 13.53
S2 12.56 12.56 13.57
S3 11.26 11.89 13.45
S4 9.96 10.59 13.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15.94 13.24 2.70 17.0% 0.87 5.5% 97% True False
10 15.94 12.70 3.24 20.4% 0.81 5.1% 98% True False
20 18.79 12.70 6.09 38.4% 1.18 7.4% 52% False False
40 23.42 12.70 10.72 67.5% 1.33 8.4% 30% False False
60 23.42 12.70 10.72 67.5% 1.39 8.8% 30% False False
80 23.76 12.70 11.06 69.7% 1.58 9.9% 29% False False
100 65.73 12.70 53.03 334.2% 2.33 14.7% 6% False False
120 65.73 10.62 55.11 347.3% 2.19 13.8% 10% 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 0.19
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 20.87
2.618 18.98
1.618 17.82
1.000 17.10
0.618 16.66
HIGH 15.94
0.618 15.50
0.500 15.36
0.382 15.22
LOW 14.78
0.618 14.06
1.000 13.62
1.618 12.90
2.618 11.74
4.250 9.85
Fisher Pivots for day following 17-Dec-2024
Pivot 1 day 3 day
R1 15.70 15.44
PP 15.53 15.02
S1 15.36 14.59

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

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