CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 19.08 19.38 0.30 1.6% 19.79
High 19.28 19.98 0.70 3.6% 20.08
Low 18.56 18.25 -0.31 -1.7% 18.35
Close 19.10 19.09 -0.01 -0.1% 18.40
Range 0.72 1.73 1.01 140.3% 1.73
ATR 2.17 2.14 -0.03 -1.4% 0.00
Volume
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 24.30 23.42 20.04
R3 22.57 21.69 19.57
R2 20.84 20.84 19.41
R1 19.96 19.96 19.25 19.54
PP 19.11 19.11 19.11 18.89
S1 18.23 18.23 18.93 17.81
S2 17.38 17.38 18.77
S3 15.65 16.50 18.61
S4 13.92 14.77 18.14
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 24.13 23.00 19.35
R3 22.40 21.27 18.88
R2 20.67 20.67 18.72
R1 19.54 19.54 18.56 19.24
PP 18.94 18.94 18.94 18.80
S1 17.81 17.81 18.24 17.51
S2 17.21 17.21 18.08
S3 15.48 16.08 17.92
S4 13.75 14.35 17.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.08 18.25 1.83 9.6% 1.24 6.5% 46% False True
10 20.08 18.25 1.83 9.6% 1.14 6.0% 46% False True
20 29.91 18.25 11.66 61.1% 2.43 12.7% 7% False True
40 30.81 18.11 12.70 66.5% 2.39 12.5% 8% False False
60 30.81 17.06 13.75 72.0% 2.07 10.8% 15% False False
80 30.81 17.06 13.75 72.0% 1.95 10.2% 15% False False
100 30.81 17.06 13.75 72.0% 1.86 9.7% 15% False False
120 31.90 17.06 14.84 77.7% 1.81 9.5% 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 0.31
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 27.33
2.618 24.51
1.618 22.78
1.000 21.71
0.618 21.05
HIGH 19.98
0.618 19.32
0.500 19.12
0.382 18.91
LOW 18.25
0.618 17.18
1.000 16.52
1.618 15.45
2.618 13.72
4.250 10.90
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 19.12 19.15
PP 19.11 19.13
S1 19.10 19.11

Download as Excel Spreadsheet

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

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