CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 15.49 17.31 1.82 11.7% 14.40
High 17.54 17.41 -0.13 -0.7% 17.54
Low 15.36 15.93 0.57 3.7% 13.57
Close 17.54 17.20 -0.34 -1.9% 17.20
Range 2.18 1.48 -0.70 -32.1% 3.97
ATR 1.27 1.30 0.02 1.9% 0.00
Volume
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 21.29 20.72 18.01
R3 19.81 19.24 17.61
R2 18.33 18.33 17.47
R1 17.76 17.76 17.34 17.31
PP 16.85 16.85 16.85 16.62
S1 16.28 16.28 17.06 15.83
S2 15.37 15.37 16.93
S3 13.89 14.80 16.79
S4 12.41 13.32 16.39
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 28.01 26.58 19.38
R3 24.04 22.61 18.29
R2 20.07 20.07 17.93
R1 18.64 18.64 17.56 19.36
PP 16.10 16.10 16.10 16.46
S1 14.67 14.67 16.84 15.39
S2 12.13 12.13 16.47
S3 8.16 10.70 16.11
S4 4.19 6.73 15.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.54 13.57 3.97 23.1% 1.43 8.3% 91% False False
10 17.54 12.68 4.86 28.3% 1.19 6.9% 93% False False
20 17.54 12.68 4.86 28.3% 1.13 6.5% 93% False False
40 18.88 12.68 6.20 36.0% 1.31 7.6% 73% False False
60 18.88 12.68 6.20 36.0% 1.16 6.8% 73% False False
80 18.88 12.68 6.20 36.0% 1.10 6.4% 73% False False
100 21.33 12.68 8.65 50.3% 1.22 7.1% 52% False False
120 21.33 12.68 8.65 50.3% 1.24 7.2% 52% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23.70
2.618 21.28
1.618 19.80
1.000 18.89
0.618 18.32
HIGH 17.41
0.618 16.84
0.500 16.67
0.382 16.50
LOW 15.93
0.618 15.02
1.000 14.45
1.618 13.54
2.618 12.06
4.250 9.64
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 17.02 16.65
PP 16.85 16.10
S1 16.67 15.56

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

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