CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Feb-2025
Day Change Summary
Previous Current
27-Feb-2025 28-Feb-2025 Change Change % Previous Week
Open 18.25 21.21 2.96 16.2% 18.08
High 21.47 22.40 0.93 4.3% 22.40
Low 17.67 19.20 1.53 8.7% 17.31
Close 21.13 19.63 -1.50 -7.1% 19.63
Range 3.80 3.20 -0.60 -15.8% 5.09
ATR 2.13 2.20 0.08 3.6% 0.00
Volume
Daily Pivots for day following 28-Feb-2025
Classic Woodie Camarilla DeMark
R4 30.01 28.02 21.39
R3 26.81 24.82 20.51
R2 23.61 23.61 20.22
R1 21.62 21.62 19.92 21.02
PP 20.41 20.41 20.41 20.11
S1 18.42 18.42 19.34 17.82
S2 17.21 17.21 19.04
S3 14.01 15.22 18.75
S4 10.81 12.02 17.87
Weekly Pivots for week ending 28-Feb-2025
Classic Woodie Camarilla DeMark
R4 35.05 32.43 22.43
R3 29.96 27.34 21.03
R2 24.87 24.87 20.56
R1 22.25 22.25 20.10 23.56
PP 19.78 19.78 19.78 20.44
S1 17.16 17.16 19.16 18.47
S2 14.69 14.69 18.70
S3 9.60 12.07 18.23
S4 4.51 6.98 16.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.40 17.31 5.09 25.9% 2.96 15.1% 46% True False
10 22.40 14.74 7.66 39.0% 2.22 11.3% 64% True False
20 22.40 14.74 7.66 39.0% 1.95 9.9% 64% True False
40 22.51 14.58 7.93 40.4% 1.88 9.6% 64% False False
60 28.32 12.70 15.62 79.6% 2.07 10.6% 44% False False
80 28.32 12.70 15.62 79.6% 1.92 9.8% 44% False False
100 28.32 12.70 15.62 79.6% 1.83 9.3% 44% False False
120 28.32 12.70 15.62 79.6% 1.81 9.2% 44% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 36.00
2.618 30.78
1.618 27.58
1.000 25.60
0.618 24.38
HIGH 22.40
0.618 21.18
0.500 20.80
0.382 20.42
LOW 19.20
0.618 17.22
1.000 16.00
1.618 14.02
2.618 10.82
4.250 5.60
Fisher Pivots for day following 28-Feb-2025
Pivot 1 day 3 day
R1 20.80 20.04
PP 20.41 19.90
S1 20.02 19.77

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

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