CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Mar-2025
Day Change Summary
Previous Current
07-Mar-2025 10-Mar-2025 Change Change % Previous Week
Open 24.85 24.70 -0.15 -0.6% 19.83
High 26.56 29.56 3.00 11.3% 26.56
Low 23.09 24.68 1.59 6.9% 19.25
Close 23.37 27.86 4.49 19.2% 23.37
Range 3.47 4.88 1.41 40.6% 7.31
ATR 2.78 3.03 0.24 8.8% 0.00
Volume
Daily Pivots for day following 10-Mar-2025
Classic Woodie Camarilla DeMark
R4 42.01 39.81 30.54
R3 37.13 34.93 29.20
R2 32.25 32.25 28.75
R1 30.05 30.05 28.31 31.15
PP 27.37 27.37 27.37 27.92
S1 25.17 25.17 27.41 26.27
S2 22.49 22.49 26.97
S3 17.61 20.29 26.52
S4 12.73 15.41 25.18
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 29.56 21.37 8.19 29.4% 4.00 14.4% 79% True False
10 29.56 17.67 11.89 42.7% 3.69 13.2% 86% True False
20 29.56 14.74 14.82 53.2% 2.59 9.3% 89% True False
40 29.56 14.58 14.98 53.8% 2.22 8.0% 89% True False
60 29.56 13.24 16.32 58.6% 2.42 8.7% 90% True False
80 29.56 12.70 16.86 60.5% 2.15 7.7% 90% True False
100 29.56 12.70 16.86 60.5% 2.00 7.2% 90% True False
120 29.56 12.70 16.86 60.5% 1.92 6.9% 90% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.30
2.618 42.34
1.618 37.46
1.000 34.44
0.618 32.58
HIGH 29.56
0.618 27.70
0.500 27.12
0.382 26.54
LOW 24.68
0.618 21.66
1.000 19.80
1.618 16.78
2.618 11.90
4.250 3.94
Fisher Pivots for day following 10-Mar-2025
Pivot 1 day 3 day
R1 27.61 27.23
PP 27.37 26.60
S1 27.12 25.98

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

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