CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 12.55 13.22 0.67 5.3% 13.77
High 13.19 14.23 1.04 7.9% 13.80
Low 12.36 13.10 0.74 6.0% 12.36
Close 12.45 13.20 0.75 6.0% 12.45
Range 0.83 1.13 0.30 36.1% 1.44
ATR 0.84 0.90 0.07 8.1% 0.00
Volume
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 16.90 16.18 13.82
R3 15.77 15.05 13.51
R2 14.64 14.64 13.41
R1 13.92 13.92 13.30 13.72
PP 13.51 13.51 13.51 13.41
S1 12.79 12.79 13.10 12.59
S2 12.38 12.38 12.99
S3 11.25 11.66 12.89
S4 10.12 10.53 12.58
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 14.23 12.36 1.87 14.2% 0.75 5.7% 45% True False
10 14.49 12.29 2.20 16.7% 0.80 6.1% 41% False False
20 14.49 11.81 2.68 20.3% 0.74 5.6% 52% False False
40 15.83 11.81 4.02 30.5% 0.77 5.8% 35% False False
60 23.08 11.81 11.27 85.4% 1.23 9.3% 12% False False
80 23.08 11.81 11.27 85.4% 1.31 9.9% 12% False False
100 23.08 11.81 11.27 85.4% 1.31 9.9% 12% False False
120 23.08 11.81 11.27 85.4% 1.27 9.6% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 19.03
2.618 17.19
1.618 16.06
1.000 15.36
0.618 14.93
HIGH 14.23
0.618 13.80
0.500 13.67
0.382 13.53
LOW 13.10
0.618 12.40
1.000 11.97
1.618 11.27
2.618 10.14
4.250 8.30
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 13.67 13.30
PP 13.51 13.26
S1 13.36 13.23

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

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