CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 18.03 18.29 0.26 1.4% 14.40
High 19.50 19.71 0.21 1.1% 17.54
Low 17.17 18.03 0.86 5.0% 13.57
Close 18.94 18.22 -0.72 -3.8% 17.20
Range 2.33 1.68 -0.65 -27.9% 3.97
ATR 1.41 1.43 0.02 1.4% 0.00
Volume
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 23.69 22.64 19.14
R3 22.01 20.96 18.68
R2 20.33 20.33 18.53
R1 19.28 19.28 18.37 18.97
PP 18.65 18.65 18.65 18.50
S1 17.60 17.60 18.07 17.29
S2 16.97 16.97 17.91
S3 15.29 15.92 17.76
S4 13.61 14.24 17.30
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 19.71 15.36 4.35 23.9% 1.86 10.2% 66% True False
10 19.71 12.68 7.03 38.6% 1.49 8.2% 79% True False
20 19.71 12.68 7.03 38.6% 1.20 6.6% 79% True False
40 19.71 12.68 7.03 38.6% 1.40 7.7% 79% True False
60 19.71 12.68 7.03 38.6% 1.23 6.8% 79% True False
80 19.71 12.68 7.03 38.6% 1.11 6.1% 79% True False
100 20.81 12.68 8.13 44.6% 1.20 6.6% 68% False False
120 21.33 12.68 8.65 47.5% 1.26 6.9% 64% 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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.85
2.618 24.11
1.618 22.43
1.000 21.39
0.618 20.75
HIGH 19.71
0.618 19.07
0.500 18.87
0.382 18.67
LOW 18.03
0.618 16.99
1.000 16.35
1.618 15.31
2.618 13.63
4.250 10.89
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 18.87 18.25
PP 18.65 18.24
S1 18.44 18.23

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

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