CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Dec-2024
Day Change Summary
Previous Current
17-Dec-2024 18-Dec-2024 Change Change % Previous Week
Open 14.98 15.57 0.59 3.9% 13.36
High 15.94 28.32 12.38 77.7% 14.54
Low 14.78 15.03 0.25 1.7% 13.24
Close 15.87 27.62 11.75 74.0% 13.81
Range 1.16 13.29 12.13 1,045.7% 1.30
ATR 1.22 2.08 0.86 70.9% 0.00
Volume
Daily Pivots for day following 18-Dec-2024
Classic Woodie Camarilla DeMark
R4 63.53 58.86 34.93
R3 50.24 45.57 31.27
R2 36.95 36.95 30.06
R1 32.28 32.28 28.84 34.62
PP 23.66 23.66 23.66 24.82
S1 18.99 18.99 26.40 21.33
S2 10.37 10.37 25.18
S3 -2.92 5.70 23.97
S4 -16.21 -7.59 20.31
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 28.32 13.24 15.08 54.6% 3.34 12.1% 95% True False
10 28.32 12.70 15.62 56.6% 2.07 7.5% 96% True False
20 28.32 12.70 15.62 56.6% 1.71 6.2% 96% True False
40 28.32 12.70 15.62 56.6% 1.62 5.9% 96% True False
60 28.32 12.70 15.62 56.6% 1.59 5.7% 96% True False
80 28.32 12.70 15.62 56.6% 1.73 6.3% 96% True False
100 65.73 12.70 53.03 192.0% 2.45 8.9% 28% False False
120 65.73 10.62 55.11 199.5% 2.30 8.3% 31% 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 0.22
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 84.80
2.618 63.11
1.618 49.82
1.000 41.61
0.618 36.53
HIGH 28.32
0.618 23.24
0.500 21.68
0.382 20.11
LOW 15.03
0.618 6.82
1.000 1.74
1.618 -6.47
2.618 -19.76
4.250 -41.45
Fisher Pivots for day following 18-Dec-2024
Pivot 1 day 3 day
R1 25.64 25.47
PP 23.66 23.31
S1 21.68 21.16

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

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