CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Dec-2024
Day Change Summary
Previous Current
20-Dec-2024 23-Dec-2024 Change Change % Previous Week
Open 24.14 18.09 -6.05 -25.1% 14.37
High 26.51 20.02 -6.49 -24.5% 28.32
Low 17.82 16.74 -1.08 -6.1% 13.99
Close 18.36 16.78 -1.58 -8.6% 18.36
Range 8.69 3.28 -5.41 -62.3% 14.33
ATR 2.91 2.93 0.03 0.9% 0.00
Volume
Daily Pivots for day following 23-Dec-2024
Classic Woodie Camarilla DeMark
R4 27.69 25.51 18.58
R3 24.41 22.23 17.68
R2 21.13 21.13 17.38
R1 18.95 18.95 17.08 18.40
PP 17.85 17.85 17.85 17.57
S1 15.67 15.67 16.48 15.12
S2 14.57 14.57 16.18
S3 11.29 12.39 15.88
S4 8.01 9.11 14.98
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 14.78 13.54 80.7% 6.07 36.2% 15% False False
10 28.32 13.24 15.08 89.9% 3.42 20.4% 23% False False
20 28.32 12.70 15.62 93.1% 2.14 12.8% 26% False False
40 28.32 12.70 15.62 93.1% 1.87 11.1% 26% False False
60 28.32 12.70 15.62 93.1% 1.80 10.7% 26% False False
80 28.32 12.70 15.62 93.1% 1.86 11.1% 26% False False
100 65.73 12.70 53.03 316.0% 2.54 15.2% 8% False False
120 65.73 10.62 55.11 328.4% 2.41 14.3% 11% False False
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 33.96
2.618 28.61
1.618 25.33
1.000 23.30
0.618 22.05
HIGH 20.02
0.618 18.77
0.500 18.38
0.382 17.99
LOW 16.74
0.618 14.71
1.000 13.46
1.618 11.43
2.618 8.15
4.250 2.80
Fisher Pivots for day following 23-Dec-2024
Pivot 1 day 3 day
R1 18.38 21.63
PP 17.85 20.01
S1 17.31 18.40

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

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