CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 20.39 21.41 1.02 5.0% 21.80
High 21.32 21.42 0.10 0.5% 23.63
Low 20.22 19.55 -0.67 -3.3% 20.89
Close 20.58 19.59 -0.99 -4.8% 21.67
Range 1.10 1.87 0.77 70.0% 2.74
ATR 1.64 1.66 0.02 1.0% 0.00
Volume
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 25.80 24.56 20.62
R3 23.93 22.69 20.10
R2 22.06 22.06 19.93
R1 20.82 20.82 19.76 20.51
PP 20.19 20.19 20.19 20.03
S1 18.95 18.95 19.42 18.64
S2 18.32 18.32 19.25
S3 16.45 17.08 19.08
S4 14.58 15.21 18.56
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 30.28 28.72 23.18
R3 27.54 25.98 22.42
R2 24.80 24.80 22.17
R1 23.24 23.24 21.92 22.65
PP 22.06 22.06 22.06 21.77
S1 20.50 20.50 21.42 19.91
S2 19.32 19.32 21.17
S3 16.58 17.76 20.92
S4 13.84 15.02 20.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.89 19.55 3.34 17.0% 1.43 7.3% 1% False True
10 23.63 18.23 5.40 27.6% 1.54 7.8% 25% False False
20 23.63 17.06 6.57 33.5% 1.56 7.9% 39% False False
40 23.63 17.06 6.57 33.5% 1.48 7.6% 39% False False
60 25.84 17.06 8.78 44.8% 1.56 8.0% 29% False False
80 26.59 17.06 9.53 48.6% 1.57 8.0% 27% False False
100 34.53 17.06 17.47 89.2% 1.56 8.0% 14% False False
120 34.88 17.06 17.82 91.0% 1.75 8.9% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 29.37
2.618 26.32
1.618 24.45
1.000 23.29
0.618 22.58
HIGH 21.42
0.618 20.71
0.500 20.49
0.382 20.26
LOW 19.55
0.618 18.39
1.000 17.68
1.618 16.52
2.618 14.65
4.250 11.60
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 20.49 20.49
PP 20.19 20.19
S1 19.89 19.89

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

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