CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Apr-2025
Day Change Summary
Previous Current
10-Apr-2025 11-Apr-2025 Change Change % Previous Week
Open 34.44 40.80 6.36 18.5% 60.13
High 54.67 46.06 -8.61 -15.7% 60.13
Low 34.44 36.85 2.41 7.0% 31.90
Close 40.72 37.56 -3.16 -7.8% 37.56
Range 20.23 9.21 -11.02 -54.5% 28.23
ATR 8.57 8.62 0.05 0.5% 0.00
Volume
Daily Pivots for day following 11-Apr-2025
Classic Woodie Camarilla DeMark
R4 67.79 61.88 42.63
R3 58.58 52.67 40.09
R2 49.37 49.37 39.25
R1 43.46 43.46 38.40 41.81
PP 40.16 40.16 40.16 39.33
S1 34.25 34.25 36.72 32.60
S2 30.95 30.95 35.87
S3 21.74 25.04 35.03
S4 12.53 15.83 32.49
Weekly Pivots for week ending 11-Apr-2025
Classic Woodie Camarilla DeMark
R4 127.89 110.95 53.09
R3 99.66 82.72 45.32
R2 71.43 71.43 42.74
R1 54.49 54.49 40.15 48.85
PP 43.20 43.20 43.20 40.37
S1 26.26 26.26 34.97 20.62
S2 14.97 14.97 32.38
S3 -13.26 -1.97 29.80
S4 -41.49 -30.20 22.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.13 31.90 28.23 75.2% 19.34 51.5% 20% False False
10 60.13 20.68 39.45 105.0% 12.55 33.4% 43% False False
20 60.13 16.99 43.14 114.9% 7.29 19.4% 48% False False
40 60.13 14.74 45.39 120.8% 5.13 13.6% 50% False False
60 60.13 14.58 45.55 121.3% 3.95 10.5% 50% False False
80 60.13 14.27 45.86 122.1% 3.75 10.0% 51% False False
100 60.13 12.70 47.43 126.3% 3.24 8.6% 52% False False
120 60.13 12.70 47.43 126.3% 2.94 7.8% 52% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.20
2.618 70.17
1.618 60.96
1.000 55.27
0.618 51.75
HIGH 46.06
0.618 42.54
0.500 41.46
0.382 40.37
LOW 36.85
0.618 31.16
1.000 27.64
1.618 21.95
2.618 12.74
4.250 -2.29
Fisher Pivots for day following 11-Apr-2025
Pivot 1 day 3 day
R1 41.46 44.93
PP 40.16 42.47
S1 38.86 40.02

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

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