CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 13.86 13.14 -0.72 -5.2% 13.78
High 14.16 15.02 0.86 6.1% 14.23
Low 13.15 12.74 -0.41 -3.1% 13.12
Close 13.19 14.41 1.22 9.2% 13.60
Range 1.01 2.28 1.27 125.7% 1.11
ATR 0.88 0.98 0.10 11.4% 0.00
Volume
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 20.90 19.93 15.66
R3 18.62 17.65 15.04
R2 16.34 16.34 14.83
R1 15.37 15.37 14.62 15.86
PP 14.06 14.06 14.06 14.30
S1 13.09 13.09 14.20 13.58
S2 11.78 11.78 13.99
S3 9.50 10.81 13.78
S4 7.22 8.53 13.16
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 16.98 16.40 14.21
R3 15.87 15.29 13.91
R2 14.76 14.76 13.80
R1 14.18 14.18 13.70 13.92
PP 13.65 13.65 13.65 13.52
S1 13.07 13.07 13.50 12.81
S2 12.54 12.54 13.40
S3 11.43 11.96 13.29
S4 10.32 10.85 12.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15.02 12.74 2.28 15.8% 0.93 6.5% 73% True True
10 15.02 12.74 2.28 15.8% 0.75 5.2% 73% True True
20 17.08 12.74 4.34 30.1% 0.86 6.0% 38% False True
40 18.40 12.73 5.67 39.3% 0.88 6.1% 30% False False
60 21.33 12.73 8.60 59.7% 1.15 8.0% 20% False False
80 21.33 12.73 8.60 59.7% 1.21 8.4% 20% False False
100 30.81 12.73 18.08 125.5% 1.63 11.3% 9% False False
120 30.81 12.73 18.08 125.5% 1.61 11.2% 9% 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 0.16
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 24.71
2.618 20.99
1.618 18.71
1.000 17.30
0.618 16.43
HIGH 15.02
0.618 14.15
0.500 13.88
0.382 13.61
LOW 12.74
0.618 11.33
1.000 10.46
1.618 9.05
2.618 6.77
4.250 3.05
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 14.23 14.23
PP 14.06 14.06
S1 13.88 13.88

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

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