CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Jan-2025
Day Change Summary
Previous Current
08-Jan-2025 09-Jan-2025 Change Change % Previous Week
Open 17.91 18.51 0.60 3.4% 17.21
High 19.50 18.52 -0.98 -5.0% 19.50
Low 17.37 17.95 0.58 3.3% 16.11
Close 17.70 18.07 0.37 2.1% 16.13
Range 2.13 0.57 -1.56 -73.2% 3.39
ATR 2.60 2.47 -0.13 -4.9% 0.00
Volume
Daily Pivots for day following 09-Jan-2025
Classic Woodie Camarilla DeMark
R4 19.89 19.55 18.38
R3 19.32 18.98 18.23
R2 18.75 18.75 18.17
R1 18.41 18.41 18.12 18.30
PP 18.18 18.18 18.18 18.12
S1 17.84 17.84 18.02 17.73
S2 17.61 17.61 17.97
S3 17.04 17.27 17.91
S4 16.47 16.70 17.76
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 21.0% 1.76 9.7% 62% False False
10 19.50 14.55 4.95 27.4% 1.98 11.0% 71% False False
20 28.32 13.24 15.08 83.5% 2.81 15.5% 32% False False
40 28.32 12.70 15.62 86.4% 2.07 11.5% 34% False False
60 28.32 12.70 15.62 86.4% 1.85 10.2% 34% False False
80 28.32 12.70 15.62 86.4% 1.77 9.8% 34% False False
100 28.32 12.70 15.62 86.4% 1.86 10.3% 34% False False
120 65.73 12.70 53.03 293.5% 2.47 13.7% 10% 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 0.36
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 20.94
2.618 20.01
1.618 19.44
1.000 19.09
0.618 18.87
HIGH 18.52
0.618 18.30
0.500 18.24
0.382 18.17
LOW 17.95
0.618 17.60
1.000 17.38
1.618 17.03
2.618 16.46
4.250 15.53
Fisher Pivots for day following 09-Jan-2025
Pivot 1 day 3 day
R1 18.24 17.93
PP 18.18 17.79
S1 18.13 17.65

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

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