CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Dec-2024
Day Change Summary
Previous Current
30-Dec-2024 31-Dec-2024 Change Change % Previous Week
Open 17.21 17.39 0.18 1.0% 18.09
High 19.22 17.81 -1.41 -7.3% 20.02
Low 16.44 16.68 0.24 1.5% 14.27
Close 17.40 17.35 -0.05 -0.3% 15.95
Range 2.78 1.13 -1.65 -59.4% 5.75
ATR 2.92 2.79 -0.13 -4.4% 0.00
Volume
Daily Pivots for day following 31-Dec-2024
Classic Woodie Camarilla DeMark
R4 20.67 20.14 17.97
R3 19.54 19.01 17.66
R2 18.41 18.41 17.56
R1 17.88 17.88 17.45 17.58
PP 17.28 17.28 17.28 17.13
S1 16.75 16.75 17.25 16.45
S2 16.15 16.15 17.14
S3 15.02 15.62 17.04
S4 13.89 14.49 16.73
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 19.22 14.27 4.95 28.5% 2.24 12.9% 62% False False
10 28.32 14.27 14.05 81.0% 4.16 24.0% 22% False False
20 28.32 12.70 15.62 90.0% 2.45 14.1% 30% False False
40 28.32 12.70 15.62 90.0% 1.95 11.3% 30% False False
60 28.32 12.70 15.62 90.0% 1.80 10.4% 30% False False
80 28.32 12.70 15.62 90.0% 1.77 10.2% 30% False False
100 28.32 12.70 15.62 90.0% 1.89 10.9% 30% False False
120 65.73 10.62 55.11 317.6% 2.47 14.3% 12% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.77
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 22.61
2.618 20.77
1.618 19.64
1.000 18.94
0.618 18.51
HIGH 17.81
0.618 17.38
0.500 17.25
0.382 17.11
LOW 16.68
0.618 15.98
1.000 15.55
1.618 14.85
2.618 13.72
4.250 11.88
Fisher Pivots for day following 31-Dec-2024
Pivot 1 day 3 day
R1 17.32 17.32
PP 17.28 17.29
S1 17.25 17.26

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

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