CBOE Volatility Index

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Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary Previous Current 28-Dec-2023 29-Dec-2023 Change Change % Previous Week Open 12.44 12.55 0.11 0.9% 13.77 High 12.65 13.19 0.54 4.3% 13.80 Low 12.38 12.36 -0.02 -0.2% 12.36 Close 12.47 12.45 -0.02 -0.2% 12.45 Range 0.27 0.83 0.56 207.4% 1.44 ATR 0.84 0.84 0.00 -0.1% 0.00 Volume
Daily Pivots for day following 29-Dec-2023 Classic Woodie Camarilla DeMark R4 15.16 14.63 12.91 R3 14.33 13.80 12.68 R2 13.50 13.50 12.60 R1 12.97 12.97 12.53 12.82 PP 12.67 12.67 12.67 12.59 S1 12.14 12.14 12.37 11.99 S2 11.84 11.84 12.30 S3 11.01 11.31 12.22 S4 10.18 10.48 11.99	Weekly Pivots for week ending 29-Dec-2023 Classic Woodie Camarilla DeMark R4 17.19 16.26 13.24 R3 15.75 14.82 12.85 R2 14.31 14.31 12.71 R1 13.38 13.38 12.58 13.13 PP 12.87 12.87 12.87 12.74 S1 11.94 11.94 12.32 11.69 S2 11.43 11.43 12.19 S3 9.99 10.50 12.05 S4 8.55 9.06 11.66
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 13.96 12.36 1.60 12.9% 0.71 5.7% 6% False True 10 14.49 12.01 2.48 19.9% 0.74 5.9% 18% False False 20 14.49 11.81 2.68 21.5% 0.71 5.7% 24% False False 40 16.62 11.81 4.81 38.6% 0.77 6.1% 13% False False 60 23.08 11.81 11.27 90.5% 1.24 9.9% 6% False False 80 23.08 11.81 11.27 90.5% 1.31 10.5% 6% False False 100 23.08 11.81 11.27 90.5% 1.31 10.5% 6% False False 120 23.08 11.81 11.27 90.5% 1.27 10.2% 6% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.11 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 16.72 2.618 15.36 1.618 14.53 1.000 14.02 0.618 13.70 HIGH 13.19 0.618 12.87 0.500 12.78 0.382 12.68 LOW 12.36 0.618 11.85 1.000 11.53 1.618 11.02 2.618 10.19 4.250 8.83
Fisher Pivots for day following 29-Dec-2023 Pivot 1 day 3 day R1 12.78 12.78 PP 12.67 12.67 S1 12.56 12.56

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