CBOE Volatility Index

Trading Metrics calculated at close of trading on 11-Apr-2024

Day Change Summary
	Previous	Current
	10-Apr-2024	11-Apr-2024	Change	Change %	Previous Week
Open	15.24	16.02	0.78	5.1%	13.61
High	16.62	17.61	0.99	6.0%	16.92
Low	14.59	14.91	0.32	2.2%	13.55
Close	15.80	14.91	-0.89	-5.6%	16.03
Range	2.03	2.70	0.67	33.0%	3.37
ATR	1.24	1.35	0.10	8.4%	0.00
Volume

Daily Pivots for day following 11-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	23.91	22.11	16.40
R3	21.21	19.41	15.65
R2	18.51	18.51	15.41
R1	16.71	16.71	15.16	16.26
PP	15.81	15.81	15.81	15.59
S1	14.01	14.01	14.66	13.56
S2	13.11	13.11	14.42
S3	10.41	11.31	14.17
S4	7.71	8.61	13.43

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	17.61	14.59	3.02	20.3%	1.81	12.1%	11%	True	False
10	17.61	12.84	4.77	32.0%	1.57	10.6%	43%	True	False
20	17.61	12.40	5.21	34.9%	1.25	8.4%	48%	True	False
40	17.61	12.40	5.21	34.9%	1.03	6.9%	48%	True	False
60	17.94	12.40	5.54	37.2%	1.01	6.8%	45%	False	False
80	17.94	12.01	5.93	39.8%	0.96	6.4%	49%	False	False
100	17.94	11.81	6.13	41.1%	0.91	6.1%	51%	False	False
120	23.08	11.81	11.27	75.6%	1.01	6.8%	28%	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	0.37
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	29.09
2.618	24.68
1.618	21.98
1.000	20.31
0.618	19.28
HIGH	17.61
0.618	16.58
0.500	16.26
0.382	15.94
LOW	14.91
0.618	13.24
1.000	12.21
1.618	10.54
2.618	7.84
4.250	3.44

Fisher Pivots for day following 11-Apr-2024
Pivot	1 day	3 day
R1	16.26	16.10
PP	15.81	15.70
S1	15.36	15.31

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

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