CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Mar-2025
Day Change Summary
Previous Current
10-Mar-2025 11-Mar-2025 Change Change % Previous Week
Open 24.70 27.94 3.24 13.1% 19.83
High 29.56 29.56 0.00 0.0% 26.56
Low 24.68 26.23 1.55 6.3% 19.25
Close 27.86 26.92 -0.94 -3.4% 23.37
Range 4.88 3.33 -1.55 -31.8% 7.31
ATR 3.03 3.05 0.02 0.7% 0.00
Volume
Daily Pivots for day following 11-Mar-2025
Classic Woodie Camarilla DeMark
R4 37.56 35.57 28.75
R3 34.23 32.24 27.84
R2 30.90 30.90 27.53
R1 28.91 28.91 27.23 28.24
PP 27.57 27.57 27.57 27.24
S1 25.58 25.58 26.61 24.91
S2 24.24 24.24 26.31
S3 20.91 22.25 26.00
S4 17.58 18.92 25.09
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 30.4% 3.74 13.9% 68% True False
10 29.56 17.67 11.89 44.2% 3.76 14.0% 78% True False
20 29.56 14.74 14.82 55.1% 2.71 10.1% 82% True False
40 29.56 14.58 14.98 55.6% 2.25 8.4% 82% True False
60 29.56 13.24 16.32 60.6% 2.46 9.1% 84% True False
80 29.56 12.70 16.86 62.6% 2.18 8.1% 84% True False
100 29.56 12.70 16.86 62.6% 2.02 7.5% 84% True False
120 29.56 12.70 16.86 62.6% 1.94 7.2% 84% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.99
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 43.71
2.618 38.28
1.618 34.95
1.000 32.89
0.618 31.62
HIGH 29.56
0.618 28.29
0.500 27.90
0.382 27.50
LOW 26.23
0.618 24.17
1.000 22.90
1.618 20.84
2.618 17.51
4.250 12.08
Fisher Pivots for day following 11-Mar-2025
Pivot 1 day 3 day
R1 27.90 26.72
PP 27.57 26.52
S1 27.25 26.33

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

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