CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Dec-2024
Day Change Summary
Previous Current
26-Dec-2024 27-Dec-2024 Change Change % Previous Week
Open 14.99 15.38 0.39 2.6% 18.09
High 15.93 18.45 2.52 15.8% 20.02
Low 14.55 15.29 0.74 5.1% 14.27
Close 14.73 15.95 1.22 8.3% 15.95
Range 1.38 3.16 1.78 129.0% 5.75
ATR 2.83 2.89 0.06 2.2% 0.00
Volume
Daily Pivots for day following 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 26.04 24.16 17.69
R3 22.88 21.00 16.82
R2 19.72 19.72 16.53
R1 17.84 17.84 16.24 18.78
PP 16.56 16.56 16.56 17.04
S1 14.68 14.68 15.66 15.62
S2 13.40 13.40 15.37
S3 10.24 11.52 15.08
S4 7.08 8.36 14.21
Weekly Pivots for week ending 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 34.00 30.72 19.11
R3 28.25 24.97 17.53
R2 22.50 22.50 17.00
R1 19.22 19.22 16.48 17.99
PP 16.75 16.75 16.75 16.13
S1 13.47 13.47 15.42 12.24
S2 11.00 11.00 14.90
S3 5.25 7.72 14.37
S4 -0.50 1.97 12.79
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 76.7% 3.86 24.2% 14% False False
10 28.32 13.24 15.08 94.5% 3.94 24.7% 18% False False
20 28.32 12.70 15.62 97.9% 2.33 14.6% 21% False False
40 28.32 12.70 15.62 97.9% 1.96 12.3% 21% False False
60 28.32 12.70 15.62 97.9% 1.80 11.3% 21% False False
80 28.32 12.70 15.62 97.9% 1.81 11.4% 21% False False
100 29.76 12.70 17.06 107.0% 1.99 12.5% 19% False False
120 65.73 10.62 55.11 345.5% 2.45 15.4% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 31.88
2.618 26.72
1.618 23.56
1.000 21.61
0.618 20.40
HIGH 18.45
0.618 17.24
0.500 16.87
0.382 16.50
LOW 15.29
0.618 13.34
1.000 12.13
1.618 10.18
2.618 7.02
4.250 1.86
Fisher Pivots for day following 27-Dec-2024
Pivot 1 day 3 day
R1 16.87 16.36
PP 16.56 16.22
S1 16.26 16.09

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

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