CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 13.93 14.24 0.31 2.2% 13.22
High 14.19 14.58 0.39 2.7% 14.58
Low 13.64 13.29 -0.35 -2.6% 13.10
Close 14.13 13.35 -0.78 -5.5% 13.35
Range 0.55 1.29 0.74 134.5% 1.48
ATR 0.89 0.91 0.03 3.3% 0.00
Volume
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 17.61 16.77 14.06
R3 16.32 15.48 13.70
R2 15.03 15.03 13.59
R1 14.19 14.19 13.47 13.97
PP 13.74 13.74 13.74 13.63
S1 12.90 12.90 13.23 12.68
S2 12.45 12.45 13.11
S3 11.16 11.61 13.00
S4 9.87 10.32 12.64
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 18.12 17.21 14.16
R3 16.64 15.73 13.76
R2 15.16 15.16 13.62
R1 14.25 14.25 13.49 14.71
PP 13.68 13.68 13.68 13.90
S1 12.77 12.77 13.21 13.23
S2 12.20 12.20 13.08
S3 10.72 11.29 12.94
S4 9.24 9.81 12.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.58 12.36 2.22 16.6% 0.94 7.0% 45% True False
10 14.58 12.36 2.22 16.6% 0.86 6.4% 45% True False
20 14.58 11.81 2.77 20.7% 0.77 5.8% 56% True False
40 15.57 11.81 3.76 28.2% 0.78 5.9% 41% False False
60 23.08 11.81 11.27 84.4% 1.18 8.8% 14% False False
80 23.08 11.81 11.27 84.4% 1.31 9.8% 14% False False
100 23.08 11.81 11.27 84.4% 1.28 9.6% 14% False False
120 23.08 11.81 11.27 84.4% 1.28 9.6% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 20.06
2.618 17.96
1.618 16.67
1.000 15.87
0.618 15.38
HIGH 14.58
0.618 14.09
0.500 13.94
0.382 13.78
LOW 13.29
0.618 12.49
1.000 12.00
1.618 11.20
2.618 9.91
4.250 7.81
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 13.94 13.94
PP 13.74 13.74
S1 13.55 13.55

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

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