CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 14.53 13.98 -0.55 -3.8% 18.03
High 14.70 14.00 -0.70 -4.8% 18.11
Low 13.83 13.44 -0.39 -2.8% 15.45
Close 13.88 13.57 -0.31 -2.2% 15.68
Range 0.87 0.56 -0.31 -35.6% 2.66
ATR 1.38 1.32 -0.06 -4.2% 0.00
Volume
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 15.35 15.02 13.88
R3 14.79 14.46 13.72
R2 14.23 14.23 13.67
R1 13.90 13.90 13.62 13.79
PP 13.67 13.67 13.67 13.61
S1 13.34 13.34 13.52 13.23
S2 13.11 13.11 13.47
S3 12.55 12.78 13.42
S4 11.99 12.22 13.26
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 17.36 13.44 3.92 28.9% 1.12 8.2% 3% False True
10 18.88 13.44 5.44 40.1% 1.26 9.2% 2% False True
20 18.88 13.44 5.44 40.1% 1.52 11.2% 2% False True
40 18.88 12.74 6.14 45.2% 1.21 8.9% 14% False False
60 18.88 12.73 6.15 45.3% 1.08 7.9% 14% False False
80 20.81 12.73 8.08 59.5% 1.16 8.6% 10% False False
100 21.33 12.73 8.60 63.4% 1.26 9.3% 10% False False
120 30.81 12.73 18.08 133.2% 1.53 11.3% 5% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 16.38
2.618 15.47
1.618 14.91
1.000 14.56
0.618 14.35
HIGH 14.00
0.618 13.79
0.500 13.72
0.382 13.65
LOW 13.44
0.618 13.09
1.000 12.88
1.618 12.53
2.618 11.97
4.250 11.06
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 13.72 14.37
PP 13.67 14.10
S1 13.62 13.84

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

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