CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Feb-2025
Day Change Summary
Previous Current
21-Feb-2025 24-Feb-2025 Change Change % Previous Week
Open 15.63 18.08 2.45 15.7% 15.57
High 19.03 20.24 1.21 6.4% 19.03
Low 15.28 17.31 2.03 13.3% 15.05
Close 18.21 18.98 0.77 4.2% 18.21
Range 3.75 2.93 -0.82 -21.9% 3.98
ATR 1.85 1.93 0.08 4.1% 0.00
Volume
Daily Pivots for day following 24-Feb-2025
Classic Woodie Camarilla DeMark
R4 27.63 26.24 20.59
R3 24.70 23.31 19.79
R2 21.77 21.77 19.52
R1 20.38 20.38 19.25 21.08
PP 18.84 18.84 18.84 19.19
S1 17.45 17.45 18.71 18.15
S2 15.91 15.91 18.44
S3 12.98 14.52 18.17
S4 10.05 11.59 17.37
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 20.24 15.05 5.19 27.3% 1.94 10.2% 76% True False
10 20.24 14.74 5.50 29.0% 1.49 7.8% 77% True False
20 22.51 14.74 7.77 40.9% 1.86 9.8% 55% False False
40 22.51 14.55 7.96 41.9% 1.80 9.5% 56% False False
60 28.32 12.70 15.62 82.3% 1.94 10.2% 40% False False
80 28.32 12.70 15.62 82.3% 1.85 9.8% 40% False False
100 28.32 12.70 15.62 82.3% 1.81 9.5% 40% False False
120 28.32 12.70 15.62 82.3% 1.85 9.8% 40% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.69
2.618 27.91
1.618 24.98
1.000 23.17
0.618 22.05
HIGH 20.24
0.618 19.12
0.500 18.78
0.382 18.43
LOW 17.31
0.618 15.50
1.000 14.38
1.618 12.57
2.618 9.64
4.250 4.86
Fisher Pivots for day following 24-Feb-2025
Pivot 1 day 3 day
R1 18.91 18.55
PP 18.84 18.11
S1 18.78 17.68

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

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