CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 14.91 16.94 2.03 13.6% 16.24
High 19.20 19.46 0.26 1.4% 19.20
Low 14.91 16.26 1.35 9.1% 14.59
Close 17.31 19.23 1.92 11.1% 17.31
Range 4.29 3.20 -1.09 -25.4% 4.61
ATR 1.56 1.67 0.12 7.5% 0.00
Volume
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 27.92 26.77 20.99
R3 24.72 23.57 20.11
R2 21.52 21.52 19.82
R1 20.37 20.37 19.52 20.95
PP 18.32 18.32 18.32 18.60
S1 17.17 17.17 18.94 17.75
S2 15.12 15.12 18.64
S3 11.92 13.97 18.35
S4 8.72 10.77 17.47
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 30.86 28.70 19.85
R3 26.25 24.09 18.58
R2 21.64 21.64 18.16
R1 19.48 19.48 17.73 20.56
PP 17.03 17.03 17.03 17.58
S1 14.87 14.87 16.89 15.95
S2 12.42 12.42 16.46
S3 7.81 10.26 16.04
S4 3.20 5.65 14.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.46 14.59 4.87 25.3% 2.78 14.5% 95% True False
10 19.46 13.68 5.78 30.1% 2.24 11.6% 96% True False
20 19.46 12.40 7.06 36.7% 1.46 7.6% 97% True False
40 19.46 12.40 7.06 36.7% 1.17 6.1% 97% True False
60 19.46 12.40 7.06 36.7% 1.10 5.7% 97% True False
80 19.46 12.29 7.17 37.3% 1.04 5.4% 97% True False
100 19.46 11.81 7.65 39.8% 0.97 5.1% 97% True False
120 23.08 11.81 11.27 58.6% 1.03 5.4% 66% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.06
2.618 27.84
1.618 24.64
1.000 22.66
0.618 21.44
HIGH 19.46
0.618 18.24
0.500 17.86
0.382 17.48
LOW 16.26
0.618 14.28
1.000 13.06
1.618 11.08
2.618 7.88
4.250 2.66
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 18.77 18.55
PP 18.32 17.87
S1 17.86 17.19

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

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