CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Jan-2025
Day Change Summary
Previous Current
14-Jan-2025 15-Jan-2025 Change Change % Previous Week
Open 18.79 19.08 0.29 1.5% 16.77
High 19.66 19.14 -0.52 -2.6% 20.31
Low 18.24 15.96 -2.28 -12.5% 15.71
Close 18.71 16.12 -2.59 -13.8% 19.54
Range 1.42 3.18 1.76 123.9% 4.60
ATR 2.41 2.47 0.05 2.3% 0.00
Volume
Daily Pivots for day following 15-Jan-2025
Classic Woodie Camarilla DeMark
R4 26.61 24.55 17.87
R3 23.43 21.37 16.99
R2 20.25 20.25 16.70
R1 18.19 18.19 16.41 17.63
PP 17.07 17.07 17.07 16.80
S1 15.01 15.01 15.83 14.45
S2 13.89 13.89 15.54
S3 10.71 11.83 15.25
S4 7.53 8.65 14.37
Weekly Pivots for week ending 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 32.32 30.53 22.07
R3 27.72 25.93 20.81
R2 23.12 23.12 20.38
R1 21.33 21.33 19.96 22.23
PP 18.52 18.52 18.52 18.97
S1 16.73 16.73 19.12 17.63
S2 13.92 13.92 18.70
S3 9.32 12.13 18.28
S4 4.72 7.53 17.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.04 15.96 6.08 37.7% 2.06 12.8% 3% False True
10 22.04 15.71 6.33 39.3% 2.11 13.1% 6% False False
20 28.32 14.27 14.05 87.2% 3.13 19.4% 13% False False
40 28.32 12.70 15.62 96.9% 2.17 13.4% 22% False False
60 28.32 12.70 15.62 96.9% 1.93 11.9% 22% False False
80 28.32 12.70 15.62 96.9% 1.83 11.3% 22% False False
100 28.32 12.70 15.62 96.9% 1.89 11.7% 22% False False
120 65.73 12.70 53.03 329.0% 2.47 15.3% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 32.66
2.618 27.47
1.618 24.29
1.000 22.32
0.618 21.11
HIGH 19.14
0.618 17.93
0.500 17.55
0.382 17.17
LOW 15.96
0.618 13.99
1.000 12.78
1.618 10.81
2.618 7.63
4.250 2.45
Fisher Pivots for day following 15-Jan-2025
Pivot 1 day 3 day
R1 17.55 19.00
PP 17.07 18.04
S1 16.60 17.08

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

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