CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Mar-2025
Day Change Summary
Previous Current
28-Feb-2025 03-Mar-2025 Change Change % Previous Week
Open 21.21 19.83 -1.38 -6.5% 18.08
High 22.40 24.31 1.91 8.5% 22.40
Low 19.20 19.25 0.05 0.3% 17.31
Close 19.63 22.78 3.15 16.0% 19.63
Range 3.20 5.06 1.86 58.1% 5.09
ATR 2.20 2.41 0.20 9.3% 0.00
Volume
Daily Pivots for day following 03-Mar-2025
Classic Woodie Camarilla DeMark
R4 37.29 35.10 25.56
R3 32.23 30.04 24.17
R2 27.17 27.17 23.71
R1 24.98 24.98 23.24 26.08
PP 22.11 22.11 22.11 22.66
S1 19.92 19.92 22.32 21.02
S2 17.05 17.05 21.85
S3 11.99 14.86 21.39
S4 6.93 9.80 20.00
Weekly Pivots for week ending 28-Feb-2025
Classic Woodie Camarilla DeMark
R4 35.05 32.43 22.43
R3 29.96 27.34 21.03
R2 24.87 24.87 20.56
R1 22.25 22.25 20.10 23.56
PP 19.78 19.78 19.78 20.44
S1 17.16 17.16 19.16 18.47
S2 14.69 14.69 18.70
S3 9.60 12.07 18.23
S4 4.51 6.98 16.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.31 17.67 6.64 29.1% 3.38 14.9% 77% True False
10 24.31 15.05 9.26 40.6% 2.66 11.7% 83% True False
20 24.31 14.74 9.57 42.0% 2.09 9.2% 84% True False
40 24.31 14.58 9.73 42.7% 1.94 8.5% 84% True False
60 28.32 12.70 15.62 68.6% 2.15 9.4% 65% False False
80 28.32 12.70 15.62 68.6% 1.96 8.6% 65% False False
100 28.32 12.70 15.62 68.6% 1.86 8.2% 65% False False
120 28.32 12.70 15.62 68.6% 1.83 8.0% 65% 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 0.56
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 45.82
2.618 37.56
1.618 32.50
1.000 29.37
0.618 27.44
HIGH 24.31
0.618 22.38
0.500 21.78
0.382 21.18
LOW 19.25
0.618 16.12
1.000 14.19
1.618 11.06
2.618 6.00
4.250 -2.26
Fisher Pivots for day following 03-Mar-2025
Pivot 1 day 3 day
R1 22.45 22.18
PP 22.11 21.59
S1 21.78 20.99

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

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