CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 16.90 16.28 -0.62 -3.7% 13.98
High 17.36 18.14 0.78 4.5% 17.42
Low 15.77 15.96 0.19 1.2% 13.57
Close 15.77 15.99 0.22 1.4% 17.10
Range 1.59 2.18 0.59 37.1% 3.85
ATR 1.26 1.34 0.08 6.3% 0.00
Volume
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 23.24 21.79 17.19
R3 21.06 19.61 16.59
R2 18.88 18.88 16.39
R1 17.43 17.43 16.19 17.07
PP 16.70 16.70 16.70 16.51
S1 15.25 15.25 15.79 14.89
S2 14.52 14.52 15.59
S3 12.34 13.07 15.39
S4 10.16 10.89 14.79
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 27.58 26.19 19.22
R3 23.73 22.34 18.16
R2 19.88 19.88 17.81
R1 18.49 18.49 17.45 19.19
PP 16.03 16.03 16.03 16.38
S1 14.64 14.64 16.75 15.34
S2 12.18 12.18 16.39
S3 8.33 10.79 16.04
S4 4.48 6.94 14.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.14 14.57 3.57 22.3% 1.96 12.3% 40% True False
10 18.14 12.74 5.40 33.8% 1.51 9.4% 60% True False
20 18.14 12.74 5.40 33.8% 1.05 6.6% 60% True False
40 18.14 12.73 5.41 33.8% 0.98 6.1% 60% True False
60 20.81 12.73 8.08 50.5% 1.09 6.8% 40% False False
80 21.33 12.73 8.60 53.8% 1.23 7.7% 38% False False
100 28.91 12.73 16.18 101.2% 1.41 8.8% 20% False False
120 30.81 12.73 18.08 113.1% 1.61 10.0% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.41
2.618 23.85
1.618 21.67
1.000 20.32
0.618 19.49
HIGH 18.14
0.618 17.31
0.500 17.05
0.382 16.79
LOW 15.96
0.618 14.61
1.000 13.78
1.618 12.43
2.618 10.25
4.250 6.70
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 17.05 16.36
PP 16.70 16.23
S1 16.34 16.11

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

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