CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Mar-2025
Day Change Summary
Previous Current
20-Mar-2025 21-Mar-2025 Change Change % Previous Week
Open 19.52 20.02 0.50 2.6% 22.89
High 21.17 21.14 -0.03 -0.1% 22.95
Low 19.30 19.15 -0.15 -0.8% 19.15
Close 19.80 19.28 -0.52 -2.6% 19.28
Range 1.87 1.99 0.12 6.4% 3.80
ATR 2.85 2.78 -0.06 -2.1% 0.00
Volume
Daily Pivots for day following 21-Mar-2025
Classic Woodie Camarilla DeMark
R4 25.83 24.54 20.37
R3 23.84 22.55 19.83
R2 21.85 21.85 19.64
R1 20.56 20.56 19.46 20.21
PP 19.86 19.86 19.86 19.68
S1 18.57 18.57 19.10 18.22
S2 17.87 17.87 18.92
S3 15.88 16.58 18.73
S4 13.89 14.59 18.19
Weekly Pivots for week ending 21-Mar-2025
Classic Woodie Camarilla DeMark
R4 31.86 29.37 21.37
R3 28.06 25.57 20.33
R2 24.26 24.26 19.98
R1 21.77 21.77 19.63 21.12
PP 20.46 20.46 20.46 20.13
S1 17.97 17.97 18.93 17.32
S2 16.66 16.66 18.58
S3 12.86 14.17 18.24
S4 9.06 10.37 17.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.95 19.15 3.80 19.7% 2.26 11.7% 3% False True
10 29.56 19.15 10.41 54.0% 2.81 14.6% 1% False True
20 29.56 17.31 12.25 63.5% 3.15 16.3% 16% False False
40 29.56 14.58 14.98 77.7% 2.45 12.7% 31% False False
60 29.56 14.27 15.29 79.3% 2.24 11.6% 33% False False
80 29.56 12.70 16.86 87.4% 2.22 11.5% 39% False False
100 29.56 12.70 16.86 87.4% 2.09 10.9% 39% False False
120 29.56 12.70 16.86 87.4% 2.02 10.5% 39% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.60
2.618 26.35
1.618 24.36
1.000 23.13
0.618 22.37
HIGH 21.14
0.618 20.38
0.500 20.15
0.382 19.91
LOW 19.15
0.618 17.92
1.000 17.16
1.618 15.93
2.618 13.94
4.250 10.69
Fisher Pivots for day following 21-Mar-2025
Pivot 1 day 3 day
R1 20.15 20.63
PP 19.86 20.18
S1 19.57 19.73

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

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