CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Dec-2024
Day Change Summary
Previous Current
24-Dec-2024 26-Dec-2024 Change Change % Previous Week
Open 16.97 14.99 -1.98 -11.7% 14.37
High 17.04 15.93 -1.11 -6.5% 28.32
Low 14.27 14.55 0.28 2.0% 13.99
Close 14.27 14.73 0.46 3.2% 18.36
Range 2.77 1.38 -1.39 -50.2% 14.33
ATR 2.92 2.83 -0.09 -3.1% 0.00
Volume
Daily Pivots for day following 26-Dec-2024
Classic Woodie Camarilla DeMark
R4 19.21 18.35 15.49
R3 17.83 16.97 15.11
R2 16.45 16.45 14.98
R1 15.59 15.59 14.86 15.33
PP 15.07 15.07 15.07 14.94
S1 14.21 14.21 14.60 13.95
S2 13.69 13.69 14.48
S3 12.31 12.83 14.35
S4 10.93 11.45 13.97
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 26.51 14.27 12.24 83.1% 4.01 27.2% 4% False False
10 28.32 13.24 15.08 102.4% 3.68 25.0% 10% False False
20 28.32 12.70 15.62 106.0% 2.23 15.2% 13% False False
40 28.32 12.70 15.62 106.0% 1.91 13.0% 13% False False
60 28.32 12.70 15.62 106.0% 1.77 12.0% 13% False False
80 28.32 12.70 15.62 106.0% 1.82 12.4% 13% False False
100 34.77 12.70 22.07 149.8% 2.07 14.0% 9% False False
120 65.73 10.62 55.11 374.1% 2.43 16.5% 7% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21.80
2.618 19.54
1.618 18.16
1.000 17.31
0.618 16.78
HIGH 15.93
0.618 15.40
0.500 15.24
0.382 15.08
LOW 14.55
0.618 13.70
1.000 13.17
1.618 12.32
2.618 10.94
4.250 8.69
Fisher Pivots for day following 26-Dec-2024
Pivot 1 day 3 day
R1 15.24 17.15
PP 15.07 16.34
S1 14.90 15.54

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

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