CBOE Volatility Index

Trading Metrics calculated at close of trading on 25-Apr-2024

Day Change Summary
	Previous	Current
	24-Apr-2024	25-Apr-2024	Change	Change %	Previous Week
Open	15.76	16.25	0.49	3.1%	16.94
High	16.38	17.55	1.17	7.1%	21.36
Low	15.58	15.27	-0.31	-2.0%	16.26
Close	15.97	15.37	-0.60	-3.8%	18.71
Range	0.80	2.28	1.48	185.0%	5.10
ATR	1.68	1.72	0.04	2.6%	0.00
Volume

Daily Pivots for day following 25-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	22.90	21.42	16.62
R3	20.62	19.14	16.00
R2	18.34	18.34	15.79
R1	16.86	16.86	15.58	16.46
PP	16.06	16.06	16.06	15.87
S1	14.58	14.58	15.16	14.18
S2	13.78	13.78	14.95
S3	11.50	12.30	14.74
S4	9.22	10.02	14.12

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	34.08	31.49	21.52
R3	28.98	26.39	20.11
R2	23.88	23.88	19.65
R1	21.29	21.29	19.18	22.59
PP	18.78	18.78	18.78	19.42
S1	16.19	16.19	18.24	17.49
S2	13.68	13.68	17.78
S3	8.58	11.09	17.31
S4	3.48	5.99	15.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21.36	15.27	6.09	39.6%	1.87	12.2%	2%	False	True
10	21.36	14.91	6.45	42.0%	2.15	14.0%	7%	False	False
20	21.36	12.84	8.52	55.4%	1.86	12.1%	30%	False	False
40	21.36	12.40	8.96	58.3%	1.39	9.0%	33%	False	False
60	21.36	12.40	8.96	58.3%	1.22	7.9%	33%	False	False
80	21.36	12.35	9.01	58.6%	1.13	7.4%	34%	False	False
100	21.36	11.81	9.55	62.1%	1.05	6.8%	37%	False	False
120	21.36	11.81	9.55	62.1%	1.01	6.6%	37%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	27.24
2.618	23.52
1.618	21.24
1.000	19.83
0.618	18.96
HIGH	17.55
0.618	16.68
0.500	16.41
0.382	16.14
LOW	15.27
0.618	13.86
1.000	12.99
1.618	11.58
2.618	9.30
4.250	5.58

Fisher Pivots for day following 25-Apr-2024
Pivot	1 day	3 day
R1	16.41	16.41
PP	16.06	16.06
S1	15.72	15.72

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols