CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Feb-2025
Day Change Summary
Previous Current
24-Feb-2025 25-Feb-2025 Change Change % Previous Week
Open 18.08 19.09 1.01 5.6% 15.57
High 20.24 21.48 1.24 6.1% 19.03
Low 17.31 18.85 1.54 8.9% 15.05
Close 18.98 19.43 0.45 2.4% 18.21
Range 2.93 2.63 -0.30 -10.2% 3.98
ATR 1.93 1.98 0.05 2.6% 0.00
Volume
Daily Pivots for day following 25-Feb-2025
Classic Woodie Camarilla DeMark
R4 27.81 26.25 20.88
R3 25.18 23.62 20.15
R2 22.55 22.55 19.91
R1 20.99 20.99 19.67 21.77
PP 19.92 19.92 19.92 20.31
S1 18.36 18.36 19.19 19.14
S2 17.29 17.29 18.95
S3 14.66 15.73 18.71
S4 12.03 13.10 17.98
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 21.48 15.05 6.43 33.1% 2.33 12.0% 68% True False
10 21.48 14.74 6.74 34.7% 1.66 8.5% 70% True False
20 21.48 14.74 6.74 34.7% 1.74 9.0% 70% True False
40 22.51 14.58 7.93 40.8% 1.83 9.4% 61% False False
60 28.32 12.70 15.62 80.4% 1.96 10.1% 43% False False
80 28.32 12.70 15.62 80.4% 1.87 9.6% 43% False False
100 28.32 12.70 15.62 80.4% 1.80 9.2% 43% False False
120 28.32 12.70 15.62 80.4% 1.82 9.4% 43% 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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 32.66
2.618 28.37
1.618 25.74
1.000 24.11
0.618 23.11
HIGH 21.48
0.618 20.48
0.500 20.17
0.382 19.85
LOW 18.85
0.618 17.22
1.000 16.22
1.618 14.59
2.618 11.96
4.250 7.67
Fisher Pivots for day following 25-Feb-2025
Pivot 1 day 3 day
R1 20.17 19.08
PP 19.92 18.73
S1 19.68 18.38

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

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