CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Apr-2025
Day Change Summary
Previous Current
02-Apr-2025 03-Apr-2025 Change Change % Previous Week
Open 22.30 26.38 4.08 18.3% 19.13
High 23.66 30.02 6.36 26.9% 22.18
Low 20.68 24.93 4.25 20.6% 16.99
Close 21.51 30.02 8.51 39.6% 21.65
Range 2.98 5.09 2.11 70.8% 5.19
ATR 2.56 2.98 0.43 16.6% 0.00
Volume
Daily Pivots for day following 03-Apr-2025
Classic Woodie Camarilla DeMark
R4 43.59 41.90 32.82
R3 38.50 36.81 31.42
R2 33.41 33.41 30.95
R1 31.72 31.72 30.49 32.57
PP 28.32 28.32 28.32 28.75
S1 26.63 26.63 29.55 27.48
S2 23.23 23.23 29.09
S3 18.14 21.54 28.62
S4 13.05 16.45 27.22
Weekly Pivots for week ending 28-Mar-2025
Classic Woodie Camarilla DeMark
R4 35.84 33.94 24.50
R3 30.65 28.75 23.08
R2 25.46 25.46 22.60
R1 23.56 23.56 22.13 24.51
PP 20.27 20.27 20.27 20.75
S1 18.37 18.37 21.17 19.32
S2 15.08 15.08 20.70
S3 9.89 13.18 20.22
S4 4.70 7.99 18.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.02 18.92 11.10 37.0% 3.28 10.9% 100% True False
10 30.02 16.99 13.03 43.4% 2.42 8.1% 100% True False
20 30.02 16.99 13.03 43.4% 2.69 9.0% 100% True False
40 30.02 14.74 15.28 50.9% 2.51 8.3% 100% True False
60 30.02 14.58 15.44 51.4% 2.28 7.6% 100% True False
80 30.02 13.24 16.78 55.9% 2.40 8.0% 100% True False
100 30.02 12.70 17.32 57.7% 2.19 7.3% 100% True False
120 30.02 12.70 17.32 57.7% 2.06 6.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 51.65
2.618 43.35
1.618 38.26
1.000 35.11
0.618 33.17
HIGH 30.02
0.618 28.08
0.500 27.48
0.382 26.87
LOW 24.93
0.618 21.78
1.000 19.84
1.618 16.69
2.618 11.60
4.250 3.30
Fisher Pivots for day following 03-Apr-2025
Pivot 1 day 3 day
R1 29.17 28.46
PP 28.32 26.91
S1 27.48 25.35

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

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