CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Dec-2024
Day Change Summary
Previous Current
18-Dec-2024 19-Dec-2024 Change Change % Previous Week
Open 15.57 21.61 6.04 38.8% 13.36
High 28.32 24.12 -4.20 -14.8% 14.54
Low 15.03 20.18 5.15 34.3% 13.24
Close 27.62 24.09 -3.53 -12.8% 13.81
Range 13.29 3.94 -9.35 -70.4% 1.30
ATR 2.08 2.46 0.38 18.4% 0.00
Volume
Daily Pivots for day following 19-Dec-2024
Classic Woodie Camarilla DeMark
R4 34.62 33.29 26.26
R3 30.68 29.35 25.17
R2 26.74 26.74 24.81
R1 25.41 25.41 24.45 26.08
PP 22.80 22.80 22.80 23.13
S1 21.47 21.47 23.73 22.14
S2 18.86 18.86 23.37
S3 14.92 17.53 23.01
S4 10.98 13.59 21.92
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 62.6% 4.02 16.7% 72% False False
10 28.32 12.70 15.62 64.8% 2.42 10.0% 73% False False
20 28.32 12.70 15.62 64.8% 1.77 7.4% 73% False False
40 28.32 12.70 15.62 64.8% 1.67 6.9% 73% False False
60 28.32 12.70 15.62 64.8% 1.64 6.8% 73% False False
80 28.32 12.70 15.62 64.8% 1.76 7.3% 73% False False
100 65.73 12.70 53.03 220.1% 2.47 10.3% 21% False False
120 65.73 10.62 55.11 228.8% 2.32 9.6% 24% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.87
2.618 34.43
1.618 30.49
1.000 28.06
0.618 26.55
HIGH 24.12
0.618 22.61
0.500 22.15
0.382 21.69
LOW 20.18
0.618 17.75
1.000 16.24
1.618 13.81
2.618 9.87
4.250 3.44
Fisher Pivots for day following 19-Dec-2024
Pivot 1 day 3 day
R1 23.44 23.24
PP 22.80 22.40
S1 22.15 21.55

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

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