CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Jan-2025
Day Change Summary
Previous Current
06-Jan-2025 07-Jan-2025 Change Change % Previous Week
Open 16.77 16.48 -0.29 -1.7% 17.21
High 16.87 18.90 2.03 12.0% 19.50
Low 15.71 15.79 0.08 0.5% 16.11
Close 16.04 17.82 1.78 11.1% 16.13
Range 1.16 3.11 1.95 168.1% 3.39
ATR 2.60 2.63 0.04 1.4% 0.00
Volume
Daily Pivots for day following 07-Jan-2025
Classic Woodie Camarilla DeMark
R4 26.83 25.44 19.53
R3 23.72 22.33 18.68
R2 20.61 20.61 18.39
R1 19.22 19.22 18.11 19.92
PP 17.50 17.50 17.50 17.85
S1 16.11 16.11 17.53 16.81
S2 14.39 14.39 17.25
S3 11.28 13.00 16.96
S4 8.17 9.89 16.11
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 15.71 3.79 21.3% 1.95 11.0% 56% False False
10 20.02 14.27 5.75 32.3% 2.31 13.0% 62% False False
20 28.32 13.24 15.08 84.6% 2.75 15.4% 30% False False
40 28.32 12.70 15.62 87.7% 2.04 11.4% 33% False False
60 28.32 12.70 15.62 87.7% 1.84 10.3% 33% False False
80 28.32 12.70 15.62 87.7% 1.76 9.9% 33% False False
100 28.32 12.70 15.62 87.7% 1.86 10.4% 33% False False
120 65.73 10.62 55.11 309.3% 2.52 14.1% 13% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 32.12
2.618 27.04
1.618 23.93
1.000 22.01
0.618 20.82
HIGH 18.90
0.618 17.71
0.500 17.35
0.382 16.98
LOW 15.79
0.618 13.87
1.000 12.68
1.618 10.76
2.618 7.65
4.250 2.57
Fisher Pivots for day following 07-Jan-2025
Pivot 1 day 3 day
R1 17.66 17.65
PP 17.50 17.48
S1 17.35 17.31

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

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