CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Feb-2025
Day Change Summary
Previous Current
26-Feb-2025 27-Feb-2025 Change Change % Previous Week
Open 18.96 18.25 -0.71 -3.7% 15.57
High 20.06 21.47 1.41 7.0% 19.03
Low 17.83 17.67 -0.16 -0.9% 15.05
Close 19.10 21.13 2.03 10.6% 18.21
Range 2.23 3.80 1.57 70.4% 3.98
ATR 2.00 2.13 0.13 6.4% 0.00
Volume
Daily Pivots for day following 27-Feb-2025
Classic Woodie Camarilla DeMark
R4 31.49 30.11 23.22
R3 27.69 26.31 22.18
R2 23.89 23.89 21.83
R1 22.51 22.51 21.48 23.20
PP 20.09 20.09 20.09 20.44
S1 18.71 18.71 20.78 19.40
S2 16.29 16.29 20.43
S3 12.49 14.91 20.09
S4 8.69 11.11 19.04
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 15.28 6.20 29.3% 3.07 14.5% 94% False False
10 21.48 14.74 6.74 31.9% 2.04 9.6% 95% False False
20 21.48 14.74 6.74 31.9% 1.84 8.7% 95% False False
40 22.51 14.58 7.93 37.5% 1.83 8.7% 83% False False
60 28.32 12.70 15.62 73.9% 2.03 9.6% 54% False False
80 28.32 12.70 15.62 73.9% 1.90 9.0% 54% False False
100 28.32 12.70 15.62 73.9% 1.82 8.6% 54% False False
120 28.32 12.70 15.62 73.9% 1.82 8.6% 54% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 37.62
2.618 31.42
1.618 27.62
1.000 25.27
0.618 23.82
HIGH 21.47
0.618 20.02
0.500 19.57
0.382 19.12
LOW 17.67
0.618 15.32
1.000 13.87
1.618 11.52
2.618 7.72
4.250 1.52
Fisher Pivots for day following 27-Feb-2025
Pivot 1 day 3 day
R1 20.61 20.61
PP 20.09 20.09
S1 19.57 19.58

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

View Archives - Comment on this page... - Back to Index of Symbols