CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 17.25 18.03 0.78 4.5% 14.40
High 18.41 19.50 1.09 5.9% 17.54
Low 16.79 17.17 0.38 2.3% 13.57
Close 16.90 18.94 2.04 12.1% 17.20
Range 1.62 2.33 0.71 43.8% 3.97
ATR 1.32 1.41 0.09 6.9% 0.00
Volume
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 25.53 24.56 20.22
R3 23.20 22.23 19.58
R2 20.87 20.87 19.37
R1 19.90 19.90 19.15 20.39
PP 18.54 18.54 18.54 18.78
S1 17.57 17.57 18.73 18.06
S2 16.21 16.21 18.51
S3 13.88 15.24 18.30
S4 11.55 12.91 17.66
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 19.50 13.57 5.93 31.3% 1.84 9.7% 91% True False
10 19.50 12.68 6.82 36.0% 1.45 7.7% 92% True False
20 19.50 12.68 6.82 36.0% 1.16 6.1% 92% True False
40 19.50 12.68 6.82 36.0% 1.38 7.3% 92% True False
60 19.50 12.68 6.82 36.0% 1.21 6.4% 92% True False
80 19.50 12.68 6.82 36.0% 1.11 5.8% 92% True False
100 21.33 12.68 8.65 45.7% 1.21 6.4% 72% False False
120 21.33 12.68 8.65 45.7% 1.25 6.6% 72% 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 0.31
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 29.40
2.618 25.60
1.618 23.27
1.000 21.83
0.618 20.94
HIGH 19.50
0.618 18.61
0.500 18.34
0.382 18.06
LOW 17.17
0.618 15.73
1.000 14.84
1.618 13.40
2.618 11.07
4.250 7.27
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 18.74 18.53
PP 18.54 18.12
S1 18.34 17.72

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

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