CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary
Previous Current
20-Oct-2023 23-Oct-2023 Change Change % Previous Week
Open 21.59 21.83 0.24 1.1% 19.10
High 21.83 23.08 1.25 5.7% 21.83
Low 20.42 19.48 -0.94 -4.6% 16.97
Close 21.71 20.37 -1.34 -6.2% 21.71
Range 1.41 3.60 2.19 155.3% 4.86
ATR 2.00 2.12 0.11 5.7% 0.00
Volume
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 31.78 29.67 22.35
R3 28.18 26.07 21.36
R2 24.58 24.58 21.03
R1 22.47 22.47 20.70 21.73
PP 20.98 20.98 20.98 20.60
S1 18.87 18.87 20.04 18.13
S2 17.38 17.38 19.71
S3 13.78 15.27 19.38
S4 10.18 11.67 18.39
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 34.75 33.09 24.38
R3 29.89 28.23 23.05
R2 25.03 25.03 22.60
R1 23.37 23.37 22.16 24.20
PP 20.17 20.17 20.17 20.59
S1 18.51 18.51 21.26 19.34
S2 15.31 15.31 20.82
S3 10.45 13.65 20.37
S4 5.59 8.79 19.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.08 16.97 6.11 30.0% 2.34 11.5% 56% True False
10 23.08 15.44 7.64 37.5% 2.41 11.8% 65% True False
20 23.08 15.44 7.64 37.5% 2.25 11.0% 65% True False
40 23.08 12.68 10.40 51.1% 1.68 8.2% 74% True False
60 23.08 12.68 10.40 51.1% 1.64 8.0% 74% True False
80 23.08 12.68 10.40 51.1% 1.45 7.1% 74% True False
100 23.08 12.68 10.40 51.1% 1.33 6.5% 74% True False
120 23.08 12.68 10.40 51.1% 1.37 6.7% 74% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 38.38
2.618 32.50
1.618 28.90
1.000 26.68
0.618 25.30
HIGH 23.08
0.618 21.70
0.500 21.28
0.382 20.86
LOW 19.48
0.618 17.26
1.000 15.88
1.618 13.66
2.618 10.06
4.250 4.18
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 21.28 20.82
PP 20.98 20.67
S1 20.67 20.52

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

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