CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Mar-2025
Day Change Summary
Previous Current
03-Mar-2025 04-Mar-2025 Change Change % Previous Week
Open 19.83 22.96 3.13 15.8% 18.08
High 24.31 26.35 2.04 8.4% 22.40
Low 19.25 21.71 2.46 12.8% 17.31
Close 22.78 23.51 0.73 3.2% 19.63
Range 5.06 4.64 -0.42 -8.3% 5.09
ATR 2.41 2.57 0.16 6.6% 0.00
Volume
Daily Pivots for day following 04-Mar-2025
Classic Woodie Camarilla DeMark
R4 37.78 35.28 26.06
R3 33.14 30.64 24.79
R2 28.50 28.50 24.36
R1 26.00 26.00 23.94 27.25
PP 23.86 23.86 23.86 24.48
S1 21.36 21.36 23.08 22.61
S2 19.22 19.22 22.66
S3 14.58 16.72 22.23
S4 9.94 12.08 20.96
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 26.35 17.67 8.68 36.9% 3.79 16.1% 67% True False
10 26.35 15.05 11.30 48.1% 3.06 13.0% 75% True False
20 26.35 14.74 11.61 49.4% 2.19 9.3% 76% True False
40 26.35 14.58 11.77 50.1% 2.01 8.6% 76% True False
60 28.32 12.70 15.62 66.4% 2.21 9.4% 69% False False
80 28.32 12.70 15.62 66.4% 2.00 8.5% 69% False False
100 28.32 12.70 15.62 66.4% 1.89 8.0% 69% False False
120 28.32 12.70 15.62 66.4% 1.85 7.9% 69% 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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.07
2.618 38.50
1.618 33.86
1.000 30.99
0.618 29.22
HIGH 26.35
0.618 24.58
0.500 24.03
0.382 23.48
LOW 21.71
0.618 18.84
1.000 17.07
1.618 14.20
2.618 9.56
4.250 1.99
Fisher Pivots for day following 04-Mar-2025
Pivot 1 day 3 day
R1 24.03 23.27
PP 23.86 23.02
S1 23.68 22.78

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

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