CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 19.54 19.07 -0.47 -2.4% 17.45
High 19.95 19.56 -0.39 -2.0% 20.81
Low 18.70 17.27 -1.43 -7.6% 16.82
Close 19.14 17.95 -1.19 -6.2% 17.95
Range 1.25 2.29 1.04 83.2% 3.99
ATR 1.71 1.75 0.04 2.4% 0.00
Volume
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 25.13 23.83 19.21
R3 22.84 21.54 18.58
R2 20.55 20.55 18.37
R1 19.25 19.25 18.16 18.76
PP 18.26 18.26 18.26 18.01
S1 16.96 16.96 17.74 16.47
S2 15.97 15.97 17.53
S3 13.68 14.67 17.32
S4 11.39 12.38 16.69
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 30.50 28.21 20.14
R3 26.51 24.22 19.05
R2 22.52 22.52 18.68
R1 20.23 20.23 18.32 21.38
PP 18.53 18.53 18.53 19.10
S1 16.24 16.24 17.58 17.39
S2 14.54 14.54 17.22
S3 10.55 12.25 16.85
S4 6.56 8.26 15.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.81 16.82 3.99 22.2% 1.77 9.9% 28% False False
10 20.81 15.85 4.96 27.6% 1.52 8.5% 42% False False
20 21.33 15.53 5.80 32.3% 1.68 9.4% 42% False False
40 21.33 15.53 5.80 32.3% 1.52 8.5% 42% False False
60 30.81 15.53 15.28 85.1% 2.13 11.9% 16% False False
80 30.81 15.53 15.28 85.1% 1.99 11.1% 16% False False
100 30.81 15.53 15.28 85.1% 1.87 10.4% 16% False False
120 30.81 15.53 15.28 85.1% 1.84 10.3% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 29.29
2.618 25.56
1.618 23.27
1.000 21.85
0.618 20.98
HIGH 19.56
0.618 18.69
0.500 18.42
0.382 18.14
LOW 17.27
0.618 15.85
1.000 14.98
1.618 13.56
2.618 11.27
4.250 7.54
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 18.42 19.04
PP 18.26 18.68
S1 18.11 18.31

Download as Excel Spreadsheet

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

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