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

Download as Excel Spreadsheet

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

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