CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Mar-2025
Day Change Summary
Previous Current
17-Mar-2025 18-Mar-2025 Change Change % Previous Week
Open 22.89 20.83 -2.06 -9.0% 24.70
High 22.95 22.55 -0.40 -1.7% 29.56
Low 20.32 20.41 0.09 0.4% 21.50
Close 20.51 21.70 1.19 5.8% 21.77
Range 2.63 2.14 -0.49 -18.6% 8.06
ATR 3.00 2.94 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 18-Mar-2025
Classic Woodie Camarilla DeMark
R4 27.97 26.98 22.88
R3 25.83 24.84 22.29
R2 23.69 23.69 22.09
R1 22.70 22.70 21.90 23.20
PP 21.55 21.55 21.55 21.80
S1 20.56 20.56 21.50 21.06
S2 19.41 19.41 21.31
S3 17.27 18.42 21.11
S4 15.13 16.28 20.52
Weekly Pivots for week ending 14-Mar-2025
Classic Woodie Camarilla DeMark
R4 48.46 43.17 26.20
R3 40.40 35.11 23.99
R2 32.34 32.34 23.25
R1 27.05 27.05 22.51 25.67
PP 24.28 24.28 24.28 23.58
S1 18.99 18.99 21.03 17.61
S2 16.22 16.22 20.29
S3 8.16 10.93 19.55
S4 0.10 2.87 17.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.91 20.32 6.59 30.4% 2.66 12.3% 21% False False
10 29.56 20.32 9.24 42.6% 3.20 14.7% 15% False False
20 29.56 15.05 14.51 66.9% 3.13 14.4% 46% False False
40 29.56 14.58 14.98 69.0% 2.35 10.8% 48% False False
60 29.56 14.27 15.29 70.5% 2.40 11.1% 49% False False
80 29.56 12.70 16.86 77.7% 2.23 10.3% 53% False False
100 29.56 12.70 16.86 77.7% 2.09 9.6% 53% False False
120 29.56 12.70 16.86 77.7% 1.99 9.2% 53% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 31.65
2.618 28.15
1.618 26.01
1.000 24.69
0.618 23.87
HIGH 22.55
0.618 21.73
0.500 21.48
0.382 21.23
LOW 20.41
0.618 19.09
1.000 18.27
1.618 16.95
2.618 14.81
4.250 11.32
Fisher Pivots for day following 18-Mar-2025
Pivot 1 day 3 day
R1 21.63 22.34
PP 21.55 22.13
S1 21.48 21.91

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

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