CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 14.18 15.49 1.31 9.2% 14.17
High 15.15 17.54 2.39 15.8% 14.68
Low 13.57 15.36 1.79 13.2% 12.68
Close 15.14 17.54 2.40 15.9% 13.79
Range 1.58 2.18 0.60 38.0% 2.00
ATR 1.19 1.27 0.09 7.3% 0.00
Volume
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 23.35 22.63 18.74
R3 21.17 20.45 18.14
R2 18.99 18.99 17.94
R1 18.27 18.27 17.74 18.63
PP 16.81 16.81 16.81 17.00
S1 16.09 16.09 17.34 16.45
S2 14.63 14.63 17.14
S3 12.45 13.91 16.94
S4 10.27 11.73 16.34
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 19.72 18.75 14.89
R3 17.72 16.75 14.34
R2 15.72 15.72 14.16
R1 14.75 14.75 13.97 14.24
PP 13.72 13.72 13.72 13.46
S1 12.75 12.75 13.61 12.24
S2 11.72 11.72 13.42
S3 9.72 10.75 13.24
S4 7.72 8.75 12.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.54 12.68 4.86 27.7% 1.43 8.2% 100% True False
10 17.54 12.68 4.86 27.7% 1.17 6.7% 100% True False
20 17.54 12.68 4.86 27.7% 1.14 6.5% 100% True False
40 18.88 12.68 6.20 35.3% 1.33 7.6% 78% False False
60 18.88 12.68 6.20 35.3% 1.15 6.5% 78% False False
80 18.88 12.68 6.20 35.3% 1.10 6.2% 78% False False
100 21.33 12.68 8.65 49.3% 1.21 6.9% 56% False False
120 21.33 12.68 8.65 49.3% 1.24 7.1% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 26.81
2.618 23.25
1.618 21.07
1.000 19.72
0.618 18.89
HIGH 17.54
0.618 16.71
0.500 16.45
0.382 16.19
LOW 15.36
0.618 14.01
1.000 13.18
1.618 11.83
2.618 9.65
4.250 6.10
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 17.18 16.88
PP 16.81 16.22
S1 16.45 15.56

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

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