CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Mar-2025
Day Change Summary
Previous Current
19-Mar-2025 20-Mar-2025 Change Change % Previous Week
Open 21.84 19.52 -2.32 -10.6% 24.70
High 22.10 21.17 -0.93 -4.2% 29.56
Low 19.42 19.30 -0.12 -0.6% 21.50
Close 19.90 19.80 -0.10 -0.5% 21.77
Range 2.68 1.87 -0.81 -30.2% 8.06
ATR 2.92 2.85 -0.08 -2.6% 0.00
Volume
Daily Pivots for day following 20-Mar-2025
Classic Woodie Camarilla DeMark
R4 25.70 24.62 20.83
R3 23.83 22.75 20.31
R2 21.96 21.96 20.14
R1 20.88 20.88 19.97 21.42
PP 20.09 20.09 20.09 20.36
S1 19.01 19.01 19.63 19.55
S2 18.22 18.22 19.46
S3 16.35 17.14 19.29
S4 14.48 15.27 18.77
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 24.36 19.30 5.06 25.6% 2.44 12.3% 10% False True
10 29.56 19.30 10.26 51.8% 2.95 14.9% 5% False True
20 29.56 15.28 14.28 72.1% 3.24 16.4% 32% False False
40 29.56 14.58 14.98 75.7% 2.42 12.2% 35% False False
60 29.56 14.27 15.29 77.2% 2.27 11.4% 36% False False
80 29.56 12.70 16.86 85.2% 2.22 11.2% 42% False False
100 29.56 12.70 16.86 85.2% 2.10 10.6% 42% False False
120 29.56 12.70 16.86 85.2% 2.02 10.2% 42% False 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 29.12
2.618 26.07
1.618 24.20
1.000 23.04
0.618 22.33
HIGH 21.17
0.618 20.46
0.500 20.24
0.382 20.01
LOW 19.30
0.618 18.14
1.000 17.43
1.618 16.27
2.618 14.40
4.250 11.35
Fisher Pivots for day following 20-Mar-2025
Pivot 1 day 3 day
R1 20.24 20.93
PP 20.09 20.55
S1 19.95 20.18

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

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