CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-May-2025
Day Change Summary
Previous Current
02-May-2025 05-May-2025 Change Change % Previous Week
Open 23.63 24.25 0.62 2.6% 25.75
High 24.32 24.63 0.31 1.3% 28.13
Low 22.34 22.81 0.47 2.1% 22.34
Close 22.68 23.64 0.96 4.2% 22.68
Range 1.98 1.82 -0.16 -8.1% 5.79
ATR 5.20 4.97 -0.23 -4.5% 0.00
Volume
Daily Pivots for day following 05-May-2025
Classic Woodie Camarilla DeMark
R4 29.15 28.22 24.64
R3 27.33 26.40 24.14
R2 25.51 25.51 23.97
R1 24.58 24.58 23.81 24.14
PP 23.69 23.69 23.69 23.47
S1 22.76 22.76 23.47 22.32
S2 21.87 21.87 23.31
S3 20.05 20.94 23.14
S4 18.23 19.12 22.64
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 24.5% 2.36 10.0% 22% False False
10 32.68 22.34 10.34 43.7% 2.55 10.8% 13% False False
20 60.13 22.34 37.79 159.9% 7.16 30.3% 3% False False
40 60.13 16.99 43.14 182.5% 5.23 22.1% 15% False False
60 60.13 14.74 45.39 192.0% 4.30 18.2% 20% False False
80 60.13 14.58 45.55 192.7% 3.67 15.5% 20% False False
100 60.13 13.24 46.89 198.4% 3.50 14.8% 22% False False
120 60.13 12.70 47.43 200.6% 3.14 13.3% 23% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 32.37
2.618 29.39
1.618 27.57
1.000 26.45
0.618 25.75
HIGH 24.63
0.618 23.93
0.500 23.72
0.382 23.51
LOW 22.81
0.618 21.69
1.000 20.99
1.618 19.87
2.618 18.05
4.250 15.08
Fisher Pivots for day following 05-May-2025
Pivot 1 day 3 day
R1 23.72 23.76
PP 23.69 23.72
S1 23.67 23.68

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

View Archives - Comment on this page... - Back to Index of Symbols