CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Feb-2025
Day Change Summary
Previous Current
20-Feb-2025 21-Feb-2025 Change Change % Previous Week
Open 15.61 15.63 0.02 0.1% 15.57
High 16.56 19.03 2.47 14.9% 19.03
Low 15.12 15.28 0.16 1.1% 15.05
Close 15.66 18.21 2.55 16.3% 18.21
Range 1.44 3.75 2.31 160.4% 3.98
ATR 1.71 1.85 0.15 8.5% 0.00
Volume
Daily Pivots for day following 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 28.76 27.23 20.27
R3 25.01 23.48 19.24
R2 21.26 21.26 18.90
R1 19.73 19.73 18.55 20.50
PP 17.51 17.51 17.51 17.89
S1 15.98 15.98 17.87 16.75
S2 13.76 13.76 17.52
S3 10.01 12.23 17.18
S4 6.26 8.48 16.15
Weekly Pivots for week ending 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 29.37 27.77 20.40
R3 25.39 23.79 19.30
R2 21.41 21.41 18.94
R1 19.81 19.81 18.57 20.61
PP 17.43 17.43 17.43 17.83
S1 15.83 15.83 17.85 16.63
S2 13.45 13.45 17.48
S3 9.47 11.85 17.12
S4 5.49 7.87 16.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.03 14.74 4.29 23.6% 1.49 8.2% 81% True False
10 19.03 14.74 4.29 23.6% 1.38 7.6% 81% True False
20 22.51 14.58 7.93 43.5% 1.74 9.6% 46% False False
40 22.51 14.27 8.24 45.2% 1.79 9.8% 48% False False
60 28.32 12.70 15.62 85.8% 1.91 10.5% 35% False False
80 28.32 12.70 15.62 85.8% 1.83 10.0% 35% False False
100 28.32 12.70 15.62 85.8% 1.79 9.9% 35% False False
120 28.32 12.70 15.62 85.8% 1.84 10.1% 35% 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 0.30
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 34.97
2.618 28.85
1.618 25.10
1.000 22.78
0.618 21.35
HIGH 19.03
0.618 17.60
0.500 17.16
0.382 16.71
LOW 15.28
0.618 12.96
1.000 11.53
1.618 9.21
2.618 5.46
4.250 -0.66
Fisher Pivots for day following 21-Feb-2025
Pivot 1 day 3 day
R1 17.86 17.82
PP 17.51 17.43
S1 17.16 17.04

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

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