CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 20.03 19.39 -0.64 -3.2% 19.10
High 20.24 21.24 1.00 4.9% 21.83
Low 18.65 18.86 0.21 1.1% 16.97
Close 18.97 20.19 1.22 6.4% 21.71
Range 1.59 2.38 0.79 49.7% 4.86
ATR 2.09 2.11 0.02 1.0% 0.00
Volume
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 27.24 26.09 21.50
R3 24.86 23.71 20.84
R2 22.48 22.48 20.63
R1 21.33 21.33 20.41 21.91
PP 20.10 20.10 20.10 20.38
S1 18.95 18.95 19.97 19.53
S2 17.72 17.72 19.75
S3 15.34 16.57 19.54
S4 12.96 14.19 18.88
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 18.55 4.53 22.4% 2.37 11.7% 36% False False
10 23.08 15.44 7.64 37.8% 2.50 12.4% 62% False False
20 23.08 15.44 7.64 37.8% 2.25 11.1% 62% False False
40 23.08 12.68 10.40 51.5% 1.72 8.5% 72% False False
60 23.08 12.68 10.40 51.5% 1.69 8.3% 72% False False
80 23.08 12.68 10.40 51.5% 1.49 7.4% 72% False False
100 23.08 12.68 10.40 51.5% 1.34 6.6% 72% False False
120 23.08 12.68 10.40 51.5% 1.37 6.8% 72% 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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.36
2.618 27.47
1.618 25.09
1.000 23.62
0.618 22.71
HIGH 21.24
0.618 20.33
0.500 20.05
0.382 19.77
LOW 18.86
0.618 17.39
1.000 16.48
1.618 15.01
2.618 12.63
4.250 8.75
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 20.14 20.87
PP 20.10 20.64
S1 20.05 20.42

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

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