CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Mar-2025
Day Change Summary
Previous Current
06-Mar-2025 07-Mar-2025 Change Change % Previous Week
Open 22.60 24.85 2.25 10.0% 19.83
High 25.92 26.56 0.64 2.5% 26.56
Low 22.39 23.09 0.70 3.1% 19.25
Close 24.87 23.37 -1.50 -6.0% 23.37
Range 3.53 3.47 -0.06 -1.7% 7.31
ATR 2.73 2.78 0.05 1.9% 0.00
Volume
Daily Pivots for day following 07-Mar-2025
Classic Woodie Camarilla DeMark
R4 34.75 32.53 25.28
R3 31.28 29.06 24.32
R2 27.81 27.81 24.01
R1 25.59 25.59 23.69 24.97
PP 24.34 24.34 24.34 24.03
S1 22.12 22.12 23.05 21.50
S2 20.87 20.87 22.73
S3 17.40 18.65 22.42
S4 13.93 15.18 21.46
Weekly Pivots for week ending 07-Mar-2025
Classic Woodie Camarilla DeMark
R4 44.99 41.49 27.39
R3 37.68 34.18 25.38
R2 30.37 30.37 24.71
R1 26.87 26.87 24.04 28.62
PP 23.06 23.06 23.06 23.94
S1 19.56 19.56 22.70 21.31
S2 15.75 15.75 22.03
S3 8.44 12.25 21.36
S4 1.13 4.94 19.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.56 19.25 7.31 31.3% 4.03 17.3% 56% True False
10 26.56 17.31 9.25 39.6% 3.50 15.0% 66% True False
20 26.56 14.74 11.82 50.6% 2.44 10.4% 73% True False
40 26.56 14.58 11.98 51.3% 2.12 9.1% 73% True False
60 28.32 13.24 15.08 64.5% 2.35 10.0% 67% False False
80 28.32 12.70 15.62 66.8% 2.09 9.0% 68% False False
100 28.32 12.70 15.62 66.8% 1.96 8.4% 68% False False
120 28.32 12.70 15.62 66.8% 1.89 8.1% 68% 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 0.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.31
2.618 35.64
1.618 32.17
1.000 30.03
0.618 28.70
HIGH 26.56
0.618 25.23
0.500 24.83
0.382 24.42
LOW 23.09
0.618 20.95
1.000 19.62
1.618 17.48
2.618 14.01
4.250 8.34
Fisher Pivots for day following 07-Mar-2025
Pivot 1 day 3 day
R1 24.83 23.97
PP 24.34 23.77
S1 23.86 23.57

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

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