CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Jan-2025
Day Change Summary
Previous Current
02-Jan-2025 03-Jan-2025 Change Change % Previous Week
Open 17.21 17.66 0.45 2.6% 17.21
High 19.50 17.94 -1.56 -8.0% 19.50
Low 16.96 16.11 -0.85 -5.0% 16.11
Close 17.93 16.13 -1.80 -10.0% 16.13
Range 2.54 1.83 -0.71 -28.0% 3.39
ATR 2.78 2.71 -0.07 -2.4% 0.00
Volume
Daily Pivots for day following 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 22.22 21.00 17.14
R3 20.39 19.17 16.63
R2 18.56 18.56 16.47
R1 17.34 17.34 16.30 17.04
PP 16.73 16.73 16.73 16.57
S1 15.51 15.51 15.96 15.21
S2 14.90 14.90 15.79
S3 13.07 13.68 15.63
S4 11.24 11.85 15.12
Weekly Pivots for week ending 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 27.42 25.16 17.99
R3 24.03 21.77 17.06
R2 20.64 20.64 16.75
R1 18.38 18.38 16.44 17.82
PP 17.25 17.25 17.25 16.96
S1 14.99 14.99 15.82 14.43
S2 13.86 13.86 15.51
S3 10.47 11.60 15.20
S4 7.08 8.21 14.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.50 15.29 4.21 26.1% 2.29 14.2% 20% False False
10 26.51 14.27 12.24 75.9% 3.15 19.5% 15% False False
20 28.32 12.70 15.62 96.8% 2.61 16.2% 22% False False
40 28.32 12.70 15.62 96.8% 1.98 12.3% 22% False False
60 28.32 12.70 15.62 96.8% 1.80 11.2% 22% False False
80 28.32 12.70 15.62 96.8% 1.78 11.0% 22% False False
100 28.32 12.70 15.62 96.8% 1.87 11.6% 22% False False
120 65.73 10.62 55.11 341.7% 2.50 15.5% 10% False False
Crabel Price Patterns
NR True
NR4 False
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 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.72
2.618 22.73
1.618 20.90
1.000 19.77
0.618 19.07
HIGH 17.94
0.618 17.24
0.500 17.03
0.382 16.81
LOW 16.11
0.618 14.98
1.000 14.28
1.618 13.15
2.618 11.32
4.250 8.33
Fisher Pivots for day following 03-Jan-2025
Pivot 1 day 3 day
R1 17.03 17.81
PP 16.73 17.25
S1 16.43 16.69

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

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