CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Mar-2025
Day Change Summary
Previous Current
18-Mar-2025 19-Mar-2025 Change Change % Previous Week
Open 20.83 21.84 1.01 4.8% 24.70
High 22.55 22.10 -0.45 -2.0% 29.56
Low 20.41 19.42 -0.99 -4.9% 21.50
Close 21.70 19.90 -1.80 -8.3% 21.77
Range 2.14 2.68 0.54 25.2% 8.06
ATR 2.94 2.92 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 19-Mar-2025
Classic Woodie Camarilla DeMark
R4 28.51 26.89 21.37
R3 25.83 24.21 20.64
R2 23.15 23.15 20.39
R1 21.53 21.53 20.15 21.00
PP 20.47 20.47 20.47 20.21
S1 18.85 18.85 19.65 18.32
S2 17.79 17.79 19.41
S3 15.11 16.17 19.16
S4 12.43 13.49 18.43
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 26.13 19.42 6.71 33.7% 2.60 13.0% 7% False True
10 29.56 19.42 10.14 51.0% 3.12 15.7% 5% False True
20 29.56 15.12 14.44 72.6% 3.22 16.2% 33% False False
40 29.56 14.58 14.98 75.3% 2.39 12.0% 36% False False
60 29.56 14.27 15.29 76.8% 2.38 12.0% 37% False False
80 29.56 12.70 16.86 84.7% 2.23 11.2% 43% False False
100 29.56 12.70 16.86 84.7% 2.09 10.5% 43% False False
120 29.56 12.70 16.86 84.7% 2.01 10.1% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 33.49
2.618 29.12
1.618 26.44
1.000 24.78
0.618 23.76
HIGH 22.10
0.618 21.08
0.500 20.76
0.382 20.44
LOW 19.42
0.618 17.76
1.000 16.74
1.618 15.08
2.618 12.40
4.250 8.03
Fisher Pivots for day following 19-Mar-2025
Pivot 1 day 3 day
R1 20.76 21.19
PP 20.47 20.76
S1 20.19 20.33

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

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