CBOE Volatility Index

Trading Metrics calculated at close of trading on 08-Apr-2024

Day Change Summary
	Previous	Current
	05-Apr-2024	08-Apr-2024	Change	Change %	Previous Week
Open	16.45	16.24	-0.21	-1.3%	13.61
High	16.75	16.50	-0.25	-1.5%	16.92
Low	15.53	15.11	-0.42	-2.7%	13.55
Close	16.03	15.19	-0.84	-5.2%	16.03
Range	1.22	1.39	0.17	13.9%	3.37
ATR	1.12	1.14	0.02	1.7%	0.00
Volume

Daily Pivots for day following 08-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	19.77	18.87	15.95
R3	18.38	17.48	15.57
R2	16.99	16.99	15.44
R1	16.09	16.09	15.32	15.85
PP	15.60	15.60	15.60	15.48
S1	14.70	14.70	15.06	14.46
S2	14.21	14.21	14.94
S3	12.82	13.31	14.81
S4	11.43	11.92	14.43

Weekly Pivots for week ending 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	25.61	24.19	17.88
R3	22.24	20.82	16.96
R2	18.87	18.87	16.65
R1	17.45	17.45	16.34	18.16
PP	15.50	15.50	15.50	15.86
S1	14.08	14.08	15.72	14.79
S2	12.13	12.13	15.41
S3	8.76	10.71	15.10
S4	5.39	7.34	14.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16.92	13.68	3.24	21.3%	1.69	11.1%	47%	False	False
10	16.92	12.66	4.26	28.0%	1.11	7.3%	59%	False	False
20	16.92	12.40	4.52	29.8%	1.06	7.0%	62%	False	False
40	17.94	12.40	5.54	36.5%	1.00	6.6%	50%	False	False
60	17.94	12.35	5.59	36.8%	0.94	6.2%	51%	False	False
80	17.94	11.81	6.13	40.4%	0.91	6.0%	55%	False	False
100	17.94	11.81	6.13	40.4%	0.87	5.7%	55%	False	False
120	23.08	11.81	11.27	74.2%	1.01	6.6%	30%	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 2 trading days

Fibonacci Retracements and Extensions
4.250	22.41
2.618	20.14
1.618	18.75
1.000	17.89
0.618	17.36
HIGH	16.50
0.618	15.97
0.500	15.81
0.382	15.64
LOW	15.11
0.618	14.25
1.000	13.72
1.618	12.86
2.618	11.47
4.250	9.20

Fisher Pivots for day following 08-Apr-2024
Pivot	1 day	3 day
R1	15.81	15.33
PP	15.60	15.28
S1	15.40	15.24

Download as Excel Spreadsheet

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

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