CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 16.08 15.02 -1.06 -6.6% 13.85
High 16.21 15.25 -0.96 -5.9% 17.08
Low 15.04 14.63 -0.41 -2.7% 13.47
Close 15.07 14.84 -0.23 -1.5% 14.83
Range 1.17 0.62 -0.55 -47.0% 3.61
ATR 1.20 1.15 -0.04 -3.4% 0.00
Volume
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 16.77 16.42 15.18
R3 16.15 15.80 15.01
R2 15.53 15.53 14.95
R1 15.18 15.18 14.90 15.05
PP 14.91 14.91 14.91 14.84
S1 14.56 14.56 14.78 14.43
S2 14.29 14.29 14.73
S3 13.67 13.94 14.67
S4 13.05 13.32 14.50
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 25.96 24.00 16.82
R3 22.35 20.39 15.82
R2 18.74 18.74 15.49
R1 16.78 16.78 15.16 17.76
PP 15.13 15.13 15.13 15.62
S1 13.17 13.17 14.50 14.15
S2 11.52 11.52 14.17
S3 7.91 9.56 13.84
S4 4.30 5.95 12.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.08 14.05 3.03 20.4% 1.30 8.8% 26% False False
10 17.08 12.96 4.12 27.8% 0.93 6.3% 46% False False
20 17.08 12.73 4.35 29.3% 0.90 6.1% 49% False False
40 20.81 12.73 8.08 54.4% 1.10 7.4% 26% False False
60 21.33 12.73 8.60 58.0% 1.29 8.7% 25% False False
80 28.91 12.73 16.18 109.0% 1.50 10.1% 13% False False
100 30.81 12.73 18.08 121.8% 1.72 11.6% 12% False False
120 30.81 12.73 18.08 121.8% 1.68 11.3% 12% 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 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 17.89
2.618 16.87
1.618 16.25
1.000 15.87
0.618 15.63
HIGH 15.25
0.618 15.01
0.500 14.94
0.382 14.87
LOW 14.63
0.618 14.25
1.000 14.01
1.618 13.63
2.618 13.01
4.250 12.00
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 14.94 15.27
PP 14.91 15.13
S1 14.87 14.98

Download as Excel Spreadsheet

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

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