CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jan-2025
Day Change Summary
Previous Current
31-Dec-2024 02-Jan-2025 Change Change % Previous Week
Open 17.39 17.21 -0.18 -1.0% 18.09
High 17.81 19.50 1.69 9.5% 20.02
Low 16.68 16.96 0.28 1.7% 14.27
Close 17.35 17.93 0.58 3.3% 15.95
Range 1.13 2.54 1.41 124.8% 5.75
ATR 2.79 2.78 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 02-Jan-2025
Classic Woodie Camarilla DeMark
R4 25.75 24.38 19.33
R3 23.21 21.84 18.63
R2 20.67 20.67 18.40
R1 19.30 19.30 18.16 19.99
PP 18.13 18.13 18.13 18.47
S1 16.76 16.76 17.70 17.45
S2 15.59 15.59 17.46
S3 13.05 14.22 17.23
S4 10.51 11.68 16.53
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 19.50 14.55 4.95 27.6% 2.20 12.3% 68% True False
10 28.32 14.27 14.05 78.4% 4.30 24.0% 26% False False
20 28.32 12.70 15.62 87.1% 2.55 14.2% 33% False False
40 28.32 12.70 15.62 87.1% 1.98 11.1% 33% False False
60 28.32 12.70 15.62 87.1% 1.81 10.1% 33% False False
80 28.32 12.70 15.62 87.1% 1.78 9.9% 33% False False
100 28.32 12.70 15.62 87.1% 1.87 10.5% 33% False False
120 65.73 10.62 55.11 307.4% 2.49 13.9% 13% 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 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.30
2.618 26.15
1.618 23.61
1.000 22.04
0.618 21.07
HIGH 19.50
0.618 18.53
0.500 18.23
0.382 17.93
LOW 16.96
0.618 15.39
1.000 14.42
1.618 12.85
2.618 10.31
4.250 6.17
Fisher Pivots for day following 02-Jan-2025
Pivot 1 day 3 day
R1 18.23 17.97
PP 18.13 17.96
S1 18.03 17.94

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

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