CBOE Volatility Index

Trading Metrics calculated at close of trading on 23-Feb-2024

Day Change Summary
	Previous	Current
	22-Feb-2024	23-Feb-2024	Change	Change %	Previous Week
Open	14.28	14.31	0.03	0.2%	15.09
High	14.64	14.31	-0.33	-2.3%	16.12
Low	14.12	13.64	-0.48	-3.4%	13.64
Close	14.54	13.75	-0.79	-5.4%	13.75
Range	0.52	0.67	0.15	28.8%	2.48
ATR	1.11	1.09	-0.01	-1.3%	0.00
Volume

Daily Pivots for day following 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	15.91	15.50	14.12
R3	15.24	14.83	13.93
R2	14.57	14.57	13.87
R1	14.16	14.16	13.81	14.03
PP	13.90	13.90	13.90	13.84
S1	13.49	13.49	13.69	13.36
S2	13.23	13.23	13.63
S3	12.56	12.82	13.57
S4	11.89	12.15	13.38

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	21.94	20.33	15.11
R3	19.46	17.85	14.43
R2	16.98	16.98	14.20
R1	15.37	15.37	13.98	14.94
PP	14.50	14.50	14.50	14.29
S1	12.89	12.89	13.52	12.46
S2	12.02	12.02	13.30
S3	9.54	10.41	13.07
S4	7.06	7.93	12.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16.12	13.64	2.48	18.0%	0.78	5.7%	4%	False	True
10	17.94	12.69	5.25	38.2%	1.10	8.0%	20%	False	False
20	17.94	12.69	5.25	38.2%	0.97	7.0%	20%	False	False
40	17.94	12.35	5.59	40.7%	0.89	6.5%	25%	False	False
60	17.94	11.81	6.13	44.6%	0.84	6.1%	32%	False	False
80	21.16	11.81	9.35	68.0%	0.87	6.3%	21%	False	False
100	23.08	11.81	11.27	82.0%	1.15	8.4%	17%	False	False
120	23.08	11.81	11.27	82.0%	1.18	8.6%	17%	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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17.16
2.618	16.06
1.618	15.39
1.000	14.98
0.618	14.72
HIGH	14.31
0.618	14.05
0.500	13.98
0.382	13.90
LOW	13.64
0.618	13.23
1.000	12.97
1.618	12.56
2.618	11.89
4.250	10.79

Fisher Pivots for day following 23-Feb-2024
Pivot	1 day	3 day
R1	13.98	14.88
PP	13.90	14.50
S1	13.83	14.13

Download as Excel Spreadsheet

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

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