CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 17.21 16.24 -0.97 -5.6% 18.03
High 17.36 16.28 -1.08 -6.2% 18.11
Low 15.45 15.00 -0.45 -2.9% 15.45
Close 15.68 15.08 -0.60 -3.8% 15.68
Range 1.91 1.28 -0.63 -33.0% 2.66
ATR 1.46 1.45 -0.01 -0.9% 0.00
Volume
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 19.29 18.47 15.78
R3 18.01 17.19 15.43
R2 16.73 16.73 15.31
R1 15.91 15.91 15.20 15.68
PP 15.45 15.45 15.45 15.34
S1 14.63 14.63 14.96 14.40
S2 14.17 14.17 14.85
S3 12.89 13.35 14.73
S4 11.61 12.07 14.38
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 24.39 22.70 17.14
R3 21.73 20.04 16.41
R2 19.07 19.07 16.17
R1 17.38 17.38 15.92 16.90
PP 16.41 16.41 16.41 16.17
S1 14.72 14.72 15.44 14.24
S2 13.75 13.75 15.19
S3 11.09 12.06 14.95
S4 8.43 9.40 14.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.58 15.00 2.58 17.1% 1.44 9.5% 3% False True
10 18.88 14.91 3.97 26.3% 1.47 9.7% 4% False False
20 18.88 13.75 5.13 34.0% 1.59 10.5% 26% False False
40 18.88 12.74 6.14 40.7% 1.23 8.2% 38% False False
60 18.88 12.73 6.15 40.8% 1.09 7.2% 38% False False
80 21.33 12.73 8.60 57.0% 1.22 8.1% 27% False False
100 21.33 12.73 8.60 57.0% 1.27 8.4% 27% False False
120 30.81 12.73 18.08 119.9% 1.62 10.7% 13% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21.72
2.618 19.63
1.618 18.35
1.000 17.56
0.618 17.07
HIGH 16.28
0.618 15.79
0.500 15.64
0.382 15.49
LOW 15.00
0.618 14.21
1.000 13.72
1.618 12.93
2.618 11.65
4.250 9.56
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 15.64 16.18
PP 15.45 15.81
S1 15.27 15.45

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

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