CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 17.81 20.72 2.91 16.3% 17.25
High 20.48 20.88 0.40 2.0% 19.71
Low 17.52 18.30 0.78 4.5% 15.83
Close 19.78 18.58 -1.20 -6.1% 17.52
Range 2.96 2.58 -0.38 -12.8% 3.88
ATR 1.60 1.67 0.07 4.4% 0.00
Volume
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 26.99 25.37 20.00
R3 24.41 22.79 19.29
R2 21.83 21.83 19.05
R1 20.21 20.21 18.82 19.73
PP 19.25 19.25 19.25 19.02
S1 17.63 17.63 18.34 17.15
S2 16.67 16.67 18.11
S3 14.09 15.05 17.87
S4 11.51 12.47 17.16
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 20.88 15.83 5.05 27.2% 2.16 11.6% 54% True False
10 20.88 15.36 5.52 29.7% 2.01 10.8% 58% True False
20 20.88 12.68 8.20 44.1% 1.54 8.3% 72% True False
40 20.88 12.68 8.20 44.1% 1.43 7.7% 72% True False
60 20.88 12.68 8.20 44.1% 1.30 7.0% 72% True False
80 20.88 12.68 8.20 44.1% 1.20 6.5% 72% True False
100 20.88 12.68 8.20 44.1% 1.22 6.6% 72% True False
120 21.33 12.68 8.65 46.6% 1.29 7.0% 68% 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 True
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.85
2.618 27.63
1.618 25.05
1.000 23.46
0.618 22.47
HIGH 20.88
0.618 19.89
0.500 19.59
0.382 19.29
LOW 18.30
0.618 16.71
1.000 15.72
1.618 14.13
2.618 11.55
4.250 7.34
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 19.59 18.91
PP 19.25 18.80
S1 18.92 18.69

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

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