CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 18.22 16.87 -1.35 -7.4% 17.25
High 18.77 17.74 -1.03 -5.5% 19.71
Low 17.06 15.83 -1.23 -7.2% 15.83
Close 17.34 17.52 0.18 1.0% 17.52
Range 1.71 1.91 0.20 11.7% 3.88
ATR 1.45 1.48 0.03 2.3% 0.00
Volume
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 22.76 22.05 18.57
R3 20.85 20.14 18.05
R2 18.94 18.94 17.87
R1 18.23 18.23 17.70 18.59
PP 17.03 17.03 17.03 17.21
S1 16.32 16.32 17.34 16.68
S2 15.12 15.12 17.17
S3 13.21 14.41 16.99
S4 11.30 12.50 16.47
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 29.33 27.30 19.65
R3 25.45 23.42 18.59
R2 21.57 21.57 18.23
R1 19.54 19.54 17.88 20.56
PP 17.69 17.69 17.69 18.19
S1 15.66 15.66 17.16 16.68
S2 13.81 13.81 16.81
S3 9.93 11.78 16.45
S4 6.05 7.90 15.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.71 15.83 3.88 22.1% 1.85 10.6% 44% False True
10 19.71 13.57 6.14 35.0% 1.64 9.4% 64% False False
20 19.71 12.68 7.03 40.1% 1.31 7.5% 69% False False
40 19.71 12.68 7.03 40.1% 1.41 8.1% 69% False False
60 19.71 12.68 7.03 40.1% 1.24 7.1% 69% False False
80 19.71 12.68 7.03 40.1% 1.14 6.5% 69% False False
100 20.81 12.68 8.13 46.4% 1.19 6.8% 60% False False
120 21.33 12.68 8.65 49.4% 1.27 7.2% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 25.86
2.618 22.74
1.618 20.83
1.000 19.65
0.618 18.92
HIGH 17.74
0.618 17.01
0.500 16.79
0.382 16.56
LOW 15.83
0.618 14.65
1.000 13.92
1.618 12.74
2.618 10.83
4.250 7.71
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 17.28 17.77
PP 17.03 17.69
S1 16.79 17.60

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

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