CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Feb-2025
Day Change Summary
Previous Current
31-Jan-2025 03-Feb-2025 Change Change % Previous Week
Open 15.45 20.36 4.91 31.8% 18.83
High 17.09 20.42 3.33 19.5% 22.51
Low 14.90 17.67 2.77 18.6% 14.90
Close 16.43 18.62 2.19 13.3% 16.43
Range 2.19 2.75 0.56 25.6% 7.61
ATR 2.20 2.33 0.13 5.8% 0.00
Volume
Daily Pivots for day following 03-Feb-2025
Classic Woodie Camarilla DeMark
R4 27.15 25.64 20.13
R3 24.40 22.89 19.38
R2 21.65 21.65 19.12
R1 20.14 20.14 18.87 19.52
PP 18.90 18.90 18.90 18.60
S1 17.39 17.39 18.37 16.77
S2 16.15 16.15 18.12
S3 13.40 14.64 17.86
S4 10.65 11.89 17.11
Weekly Pivots for week ending 31-Jan-2025
Classic Woodie Camarilla DeMark
R4 40.78 36.21 20.62
R3 33.17 28.60 18.52
R2 25.56 25.56 17.83
R1 20.99 20.99 17.13 19.47
PP 17.95 17.95 17.95 17.19
S1 13.38 13.38 15.73 11.86
S2 10.34 10.34 15.03
S3 2.73 5.77 14.34
S4 -4.88 -1.84 12.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.42 14.90 5.52 29.6% 2.01 10.8% 67% True False
10 22.51 14.58 7.93 42.6% 1.84 9.9% 51% False False
20 22.51 14.58 7.93 42.6% 1.84 9.9% 51% False False
40 28.32 12.70 15.62 83.9% 2.22 11.9% 38% False False
60 28.32 12.70 15.62 83.9% 1.94 10.4% 38% False False
80 28.32 12.70 15.62 83.9% 1.81 9.7% 38% False False
100 28.32 12.70 15.62 83.9% 1.79 9.6% 38% False False
120 28.32 12.70 15.62 83.9% 1.86 10.0% 38% 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 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 32.11
2.618 27.62
1.618 24.87
1.000 23.17
0.618 22.12
HIGH 20.42
0.618 19.37
0.500 19.05
0.382 18.72
LOW 17.67
0.618 15.97
1.000 14.92
1.618 13.22
2.618 10.47
4.250 5.98
Fisher Pivots for day following 03-Feb-2025
Pivot 1 day 3 day
R1 19.05 18.30
PP 18.90 17.98
S1 18.76 17.66

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

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