CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Mar-2023
Day Change Summary
Previous Current
27-Mar-2023 28-Mar-2023 Change Change % Previous Week
Open 22.05 20.53 -1.52 -6.9% 27.77
High 22.93 21.40 -1.53 -6.7% 28.91
Low 20.57 19.91 -0.66 -3.2% 19.96
Close 20.60 19.97 -0.63 -3.1% 21.74
Range 2.36 1.49 -0.87 -36.9% 8.95
ATR 3.21 3.08 -0.12 -3.8% 0.00
Volume
Daily Pivots for day following 28-Mar-2023
Classic Woodie Camarilla DeMark
R4 24.90 23.92 20.79
R3 23.41 22.43 20.38
R2 21.92 21.92 20.24
R1 20.94 20.94 20.11 20.69
PP 20.43 20.43 20.43 20.30
S1 19.45 19.45 19.83 19.20
S2 18.94 18.94 19.70
S3 17.45 17.96 19.56
S4 15.96 16.47 19.15
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 50.39 45.01 26.66
R3 41.44 36.06 24.20
R2 32.49 32.49 23.38
R1 27.11 27.11 22.56 25.33
PP 23.54 23.54 23.54 22.64
S1 18.16 18.16 20.92 16.38
S2 14.59 14.59 20.10
S3 5.64 9.21 19.28
S4 -3.31 0.26 16.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.21 19.91 5.30 26.5% 2.93 14.7% 1% False True
10 29.91 19.91 10.00 50.1% 3.72 18.6% 1% False True
20 30.81 18.16 12.65 63.3% 3.40 17.0% 14% False False
40 30.81 17.06 13.75 68.9% 2.50 12.5% 21% False False
60 30.81 17.06 13.75 68.9% 2.10 10.5% 21% False False
80 30.81 17.06 13.75 68.9% 2.03 10.1% 21% False False
100 30.81 17.06 13.75 68.9% 1.94 9.7% 21% False False
120 34.53 17.06 17.47 87.5% 1.87 9.4% 17% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 27.73
2.618 25.30
1.618 23.81
1.000 22.89
0.618 22.32
HIGH 21.40
0.618 20.83
0.500 20.66
0.382 20.48
LOW 19.91
0.618 18.99
1.000 18.42
1.618 17.50
2.618 16.01
4.250 13.58
Fisher Pivots for day following 28-Mar-2023
Pivot 1 day 3 day
R1 20.66 22.56
PP 20.43 21.70
S1 20.20 20.83

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

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