CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Dec-2024
Day Change Summary
Previous Current
19-Dec-2024 20-Dec-2024 Change Change % Previous Week
Open 21.61 24.14 2.53 11.7% 14.37
High 24.12 26.51 2.39 9.9% 28.32
Low 20.18 17.82 -2.36 -11.7% 13.99
Close 24.09 18.36 -5.73 -23.8% 18.36
Range 3.94 8.69 4.75 120.6% 14.33
ATR 2.46 2.91 0.44 18.1% 0.00
Volume
Daily Pivots for day following 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 46.97 41.35 23.14
R3 38.28 32.66 20.75
R2 29.59 29.59 19.95
R1 23.97 23.97 19.16 22.44
PP 20.90 20.90 20.90 20.13
S1 15.28 15.28 17.56 13.75
S2 12.21 12.21 16.77
S3 3.52 6.59 15.97
S4 -5.17 -2.10 13.58
Weekly Pivots for week ending 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 63.21 55.12 26.24
R3 48.88 40.79 22.30
R2 34.55 34.55 20.99
R1 26.46 26.46 19.67 30.51
PP 20.22 20.22 20.22 22.25
S1 12.13 12.13 17.05 16.18
S2 5.89 5.89 15.73
S3 -8.44 -2.20 14.42
S4 -22.77 -16.53 10.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.32 13.99 14.33 78.1% 5.56 30.3% 30% False False
10 28.32 13.24 15.08 82.1% 3.18 17.3% 34% False False
20 28.32 12.70 15.62 85.1% 2.09 11.4% 36% False False
40 28.32 12.70 15.62 85.1% 1.84 10.0% 36% False False
60 28.32 12.70 15.62 85.1% 1.77 9.6% 36% False False
80 28.32 12.70 15.62 85.1% 1.84 10.0% 36% False False
100 65.73 12.70 53.03 288.8% 2.55 13.9% 11% False False
120 65.73 10.62 55.11 300.2% 2.38 13.0% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.44
2.618 49.26
1.618 40.57
1.000 35.20
0.618 31.88
HIGH 26.51
0.618 23.19
0.500 22.17
0.382 21.14
LOW 17.82
0.618 12.45
1.000 9.13
1.618 3.76
2.618 -4.93
4.250 -19.11
Fisher Pivots for day following 20-Dec-2024
Pivot 1 day 3 day
R1 22.17 21.68
PP 20.90 20.57
S1 19.63 19.47

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

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