CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 23.21 26.19 2.98 12.8% 19.05
High 29.91 27.49 -2.42 -8.1% 28.97
Low 23.19 22.97 -0.22 -0.9% 18.49
Close 26.14 22.99 -3.15 -12.1% 24.80
Range 6.72 4.52 -2.20 -32.7% 10.48
ATR 2.92 3.04 0.11 3.9% 0.00
Volume
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 38.04 35.04 25.48
R3 33.52 30.52 24.23
R2 29.00 29.00 23.82
R1 26.00 26.00 23.40 25.24
PP 24.48 24.48 24.48 24.11
S1 21.48 21.48 22.58 20.72
S2 19.96 19.96 22.16
S3 15.44 16.96 21.75
S4 10.92 12.44 20.50
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 55.53 50.64 30.56
R3 45.05 40.16 27.68
R2 34.57 34.57 26.72
R1 29.68 29.68 25.76 32.13
PP 24.09 24.09 24.09 25.31
S1 19.20 19.20 23.84 21.65
S2 13.61 13.61 22.88
S3 3.13 8.72 21.92
S4 -7.35 -1.76 19.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.81 21.79 9.02 39.2% 6.07 26.4% 13% False False
10 30.81 18.16 12.65 55.0% 3.92 17.0% 38% False False
20 30.81 18.16 12.65 55.0% 2.73 11.9% 38% False False
40 30.81 17.06 13.75 59.8% 2.09 9.1% 43% False False
60 30.81 17.06 13.75 59.8% 1.91 8.3% 43% False False
80 30.81 17.06 13.75 59.8% 1.83 8.0% 43% False False
100 30.95 17.06 13.89 60.4% 1.77 7.7% 43% False False
120 34.88 17.06 17.82 77.5% 1.88 8.2% 33% 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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.70
2.618 39.32
1.618 34.80
1.000 32.01
0.618 30.28
HIGH 27.49
0.618 25.76
0.500 25.23
0.382 24.70
LOW 22.97
0.618 20.18
1.000 18.45
1.618 15.66
2.618 11.14
4.250 3.76
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 25.23 26.09
PP 24.48 25.06
S1 23.74 24.02

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

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