CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Dec-2024
Day Change Summary
Previous Current
23-Dec-2024 24-Dec-2024 Change Change % Previous Week
Open 18.09 16.97 -1.12 -6.2% 14.37
High 20.02 17.04 -2.98 -14.9% 28.32
Low 16.74 14.27 -2.47 -14.8% 13.99
Close 16.78 14.27 -2.51 -15.0% 18.36
Range 3.28 2.77 -0.51 -15.5% 14.33
ATR 2.93 2.92 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 24-Dec-2024
Classic Woodie Camarilla DeMark
R4 23.50 21.66 15.79
R3 20.73 18.89 15.03
R2 17.96 17.96 14.78
R1 16.12 16.12 14.52 15.66
PP 15.19 15.19 15.19 14.96
S1 13.35 13.35 14.02 12.89
S2 12.42 12.42 13.76
S3 9.65 10.58 13.51
S4 6.88 7.81 12.75
Weekly Pivots for week ending 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 63.21 55.12 26.24
R3 48.88 40.79 22.30
R2 34.55 34.55 20.99
R1 26.46 26.46 19.67 30.51
PP 20.22 20.22 20.22 22.25
S1 12.13 12.13 17.05 16.18
S2 5.89 5.89 15.73
S3 -8.44 -2.20 14.42
S4 -22.77 -16.53 10.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.32 14.27 14.05 98.5% 6.39 44.8% 0% False True
10 28.32 13.24 15.08 105.7% 3.63 25.4% 7% False False
20 28.32 12.70 15.62 109.5% 2.22 15.6% 10% False False
40 28.32 12.70 15.62 109.5% 1.91 13.4% 10% False False
60 28.32 12.70 15.62 109.5% 1.82 12.8% 10% False False
80 28.32 12.70 15.62 109.5% 1.88 13.2% 10% False False
100 65.73 12.70 53.03 371.6% 2.48 17.4% 3% False False
120 65.73 10.62 55.11 386.2% 2.42 17.0% 7% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 28.81
2.618 24.29
1.618 21.52
1.000 19.81
0.618 18.75
HIGH 17.04
0.618 15.98
0.500 15.66
0.382 15.33
LOW 14.27
0.618 12.56
1.000 11.50
1.618 9.79
2.618 7.02
4.250 2.50
Fisher Pivots for day following 24-Dec-2024
Pivot 1 day 3 day
R1 15.66 20.39
PP 15.19 18.35
S1 14.73 16.31

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

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