CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jan-2025
Day Change Summary
Previous Current
24-Jan-2025 27-Jan-2025 Change Change % Previous Week
Open 15.02 18.83 3.81 25.4% 16.29
High 15.16 22.51 7.35 48.5% 16.29
Low 14.58 17.57 2.99 20.5% 14.58
Close 14.85 17.90 3.05 20.5% 14.85
Range 0.58 4.94 4.36 751.7% 1.71
ATR 1.90 2.31 0.41 21.7% 0.00
Volume
Daily Pivots for day following 27-Jan-2025
Classic Woodie Camarilla DeMark
R4 34.15 30.96 20.62
R3 29.21 26.02 19.26
R2 24.27 24.27 18.81
R1 21.08 21.08 18.35 20.21
PP 19.33 19.33 19.33 18.89
S1 16.14 16.14 17.45 15.27
S2 14.39 14.39 16.99
S3 9.45 11.20 16.54
S4 4.51 6.26 15.18
Weekly Pivots for week ending 24-Jan-2025
Classic Woodie Camarilla DeMark
R4 20.37 19.32 15.79
R3 18.66 17.61 15.32
R2 16.95 16.95 15.16
R1 15.90 15.90 15.01 15.57
PP 15.24 15.24 15.24 15.08
S1 14.19 14.19 14.69 13.86
S2 13.53 13.53 14.54
S3 11.82 12.48 14.38
S4 10.11 10.77 13.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.51 14.58 7.93 44.3% 1.68 9.4% 42% True False
10 22.51 14.58 7.93 44.3% 1.75 9.8% 42% True False
20 22.51 14.58 7.93 44.3% 1.91 10.7% 42% True False
40 28.32 12.70 15.62 87.3% 2.07 11.6% 33% False False
60 28.32 12.70 15.62 87.3% 1.91 10.7% 33% False False
80 28.32 12.70 15.62 87.3% 1.81 10.1% 33% False False
100 28.32 12.70 15.62 87.3% 1.84 10.3% 33% False False
120 34.77 12.70 22.07 123.3% 2.04 11.4% 24% 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 23 trading days
Fibonacci Retracements and Extensions
4.250 43.51
2.618 35.44
1.618 30.50
1.000 27.45
0.618 25.56
HIGH 22.51
0.618 20.62
0.500 20.04
0.382 19.46
LOW 17.57
0.618 14.52
1.000 12.63
1.618 9.58
2.618 4.64
4.250 -3.43
Fisher Pivots for day following 27-Jan-2025
Pivot 1 day 3 day
R1 20.04 18.55
PP 19.33 18.33
S1 18.61 18.12

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

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