CBOE Volatility Index

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Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary Previous Current 25-Mar-2024 26-Mar-2024 Change Change % Previous Week Open 13.67 13.12 -0.55 -4.0% 14.75 High 13.67 13.42 -0.25 -1.8% 14.86 Low 13.11 12.84 -0.27 -2.1% 12.40 Close 13.19 13.24 0.05 0.4% 13.06 Range 0.56 0.58 0.02 3.6% 2.46 ATR 0.97 0.94 -0.03 -2.9% 0.00 Volume
Daily Pivots for day following 26-Mar-2024 Classic Woodie Camarilla DeMark R4 14.91 14.65 13.56 R3 14.33 14.07 13.40 R2 13.75 13.75 13.35 R1 13.49 13.49 13.29 13.62 PP 13.17 13.17 13.17 13.23 S1 12.91 12.91 13.19 13.04 S2 12.59 12.59 13.13 S3 12.01 12.33 13.08 S4 11.43 11.75 12.92	Weekly Pivots for week ending 22-Mar-2024 Classic Woodie Camarilla DeMark R4 20.82 19.40 14.41 R3 18.36 16.94 13.74 R2 15.90 15.90 13.51 R1 14.48 14.48 13.29 13.96 PP 13.44 13.44 13.44 13.18 S1 12.02 12.02 12.83 11.50 S2 10.98 10.98 12.61 S3 8.52 9.56 12.38 S4 6.06 7.10 11.71
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 14.17 12.40 1.77 13.4% 0.71 5.4% 47% False False 10 15.53 12.40 3.13 23.6% 0.89 6.7% 27% False False 20 16.04 12.40 3.64 27.5% 0.90 6.8% 23% False False 40 17.94 12.40 5.54 41.8% 0.89 6.7% 15% False False 60 17.94 12.35 5.59 42.2% 0.89 6.7% 16% False False 80 17.94 11.81 6.13 46.3% 0.84 6.4% 23% False False 100 18.42 11.81 6.61 49.9% 0.85 6.4% 22% False False 120 23.08 11.81 11.27 85.1% 1.08 8.1% 13% 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 0.20 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 15.89 2.618 14.94 1.618 14.36 1.000 14.00 0.618 13.78 HIGH 13.42 0.618 13.20 0.500 13.13 0.382 13.06 LOW 12.84 0.618 12.48 1.000 12.26 1.618 11.90 2.618 11.32 4.250 10.38
Fisher Pivots for day following 26-Mar-2024 Pivot 1 day 3 day R1 13.20 13.20 PP 13.17 13.16 S1 13.13 13.13

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