CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 16.94 19.49 2.55 15.1% 16.24
High 19.46 19.56 0.10 0.5% 19.20
Low 16.26 17.64 1.38 8.5% 14.59
Close 19.23 18.40 -0.83 -4.3% 17.31
Range 3.20 1.92 -1.28 -40.0% 4.61
ATR 1.67 1.69 0.02 1.1% 0.00
Volume
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 24.29 23.27 19.46
R3 22.37 21.35 18.93
R2 20.45 20.45 18.75
R1 19.43 19.43 18.58 18.98
PP 18.53 18.53 18.53 18.31
S1 17.51 17.51 18.22 17.06
S2 16.61 16.61 18.05
S3 14.69 15.59 17.87
S4 12.77 13.67 17.34
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 19.56 14.59 4.97 27.0% 2.83 15.4% 77% True False
10 19.56 13.74 5.82 31.6% 2.25 12.3% 80% True False
20 19.56 12.40 7.16 38.9% 1.52 8.3% 84% True False
40 19.56 12.40 7.16 38.9% 1.19 6.5% 84% True False
60 19.56 12.40 7.16 38.9% 1.11 6.0% 84% True False
80 19.56 12.29 7.27 39.5% 1.06 5.8% 84% True False
100 19.56 11.81 7.75 42.1% 0.98 5.3% 85% True False
120 22.07 11.81 10.26 55.8% 1.02 5.5% 64% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 27.72
2.618 24.59
1.618 22.67
1.000 21.48
0.618 20.75
HIGH 19.56
0.618 18.83
0.500 18.60
0.382 18.37
LOW 17.64
0.618 16.45
1.000 15.72
1.618 14.53
2.618 12.61
4.250 9.48
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 18.60 18.01
PP 18.53 17.62
S1 18.47 17.24

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

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