CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 15.70 16.77 1.07 6.8% 14.29
High 16.48 17.42 0.94 5.7% 15.02
Low 14.95 15.72 0.77 5.2% 12.74
Close 16.09 15.92 -0.17 -1.1% 13.33
Range 1.53 1.70 0.17 11.1% 2.28
ATR 1.07 1.11 0.05 4.2% 0.00
Volume
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 21.45 20.39 16.86
R3 19.75 18.69 16.39
R2 18.05 18.05 16.23
R1 16.99 16.99 16.08 16.67
PP 16.35 16.35 16.35 16.20
S1 15.29 15.29 15.76 14.97
S2 14.65 14.65 15.61
S3 12.95 13.59 15.45
S4 11.25 11.89 14.99
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 20.54 19.21 14.58
R3 18.26 16.93 13.96
R2 15.98 15.98 13.75
R1 14.65 14.65 13.54 14.18
PP 13.70 13.70 13.70 13.46
S1 12.37 12.37 13.12 11.90
S2 11.42 11.42 12.91
S3 9.14 10.09 12.70
S4 6.86 7.81 12.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.42 13.27 4.15 26.1% 1.04 6.5% 64% True False
10 17.42 12.74 4.68 29.4% 0.99 6.2% 68% True False
20 17.42 12.74 4.68 29.4% 0.90 5.7% 68% True False
40 17.42 12.73 4.69 29.5% 0.86 5.4% 68% True False
60 20.81 12.73 8.08 50.8% 1.04 6.6% 39% False False
80 21.33 12.73 8.60 54.0% 1.19 7.5% 37% False False
100 30.81 12.73 18.08 113.6% 1.54 9.6% 18% False False
120 30.81 12.73 18.08 113.6% 1.59 10.0% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 24.65
2.618 21.87
1.618 20.17
1.000 19.12
0.618 18.47
HIGH 17.42
0.618 16.77
0.500 16.57
0.382 16.37
LOW 15.72
0.618 14.67
1.000 14.02
1.618 12.97
2.618 11.27
4.250 8.50
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 16.57 15.81
PP 16.35 15.70
S1 16.14 15.59

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

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