CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-May-2025
Day Change Summary
Previous Current
01-May-2025 02-May-2025 Change Change % Previous Week
Open 23.94 23.63 -0.31 -1.3% 25.75
High 25.18 24.32 -0.86 -3.4% 28.13
Low 23.30 22.34 -0.96 -4.1% 22.34
Close 24.60 22.68 -1.92 -7.8% 22.68
Range 1.88 1.98 0.10 5.3% 5.79
ATR 5.42 5.20 -0.23 -4.2% 0.00
Volume
Daily Pivots for day following 02-May-2025
Classic Woodie Camarilla DeMark
R4 29.05 27.85 23.77
R3 27.07 25.87 23.22
R2 25.09 25.09 23.04
R1 23.89 23.89 22.86 23.50
PP 23.11 23.11 23.11 22.92
S1 21.91 21.91 22.50 21.52
S2 21.13 21.13 22.32
S3 19.15 19.93 22.14
S4 17.17 17.95 21.59
Weekly Pivots for week ending 02-May-2025
Classic Woodie Camarilla DeMark
R4 41.75 38.01 25.86
R3 35.96 32.22 24.27
R2 30.17 30.17 23.74
R1 26.43 26.43 23.21 25.41
PP 24.38 24.38 24.38 23.87
S1 20.64 20.64 22.15 19.62
S2 18.59 18.59 21.62
S3 12.80 14.85 21.09
S4 7.01 9.06 19.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.13 22.34 5.79 25.5% 2.44 10.8% 6% False True
10 35.75 22.34 13.41 59.1% 2.76 12.2% 3% False True
20 60.13 22.34 37.79 166.6% 7.85 34.6% 1% False True
40 60.13 16.99 43.14 190.2% 5.27 23.2% 13% False False
60 60.13 14.74 45.39 200.1% 4.29 18.9% 17% False False
80 60.13 14.58 45.55 200.8% 3.68 16.2% 18% False False
100 60.13 13.24 46.89 206.7% 3.49 15.4% 20% False False
120 60.13 12.70 47.43 209.1% 3.13 13.8% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.74
2.618 29.50
1.618 27.52
1.000 26.30
0.618 25.54
HIGH 24.32
0.618 23.56
0.500 23.33
0.382 23.10
LOW 22.34
0.618 21.12
1.000 20.36
1.618 19.14
2.618 17.16
4.250 13.93
Fisher Pivots for day following 02-May-2025
Pivot 1 day 3 day
R1 23.33 25.24
PP 23.11 24.38
S1 22.90 23.53

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

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