CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-May-2025
Day Change Summary
Previous Current
16-May-2025 19-May-2025 Change Change % Previous Week
Open 17.96 19.84 1.88 10.5% 19.84
High 17.96 19.92 1.96 10.9% 20.44
Low 17.15 17.92 0.77 4.5% 17.15
Close 17.24 18.14 0.90 5.2% 17.24
Range 0.81 2.00 1.19 146.9% 3.29
ATR 3.31 3.27 -0.05 -1.4% 0.00
Volume
Daily Pivots for day following 19-May-2025
Classic Woodie Camarilla DeMark
R4 24.66 23.40 19.24
R3 22.66 21.40 18.69
R2 20.66 20.66 18.51
R1 19.40 19.40 18.32 19.03
PP 18.66 18.66 18.66 18.48
S1 17.40 17.40 17.96 17.03
S2 16.66 16.66 17.77
S3 14.66 15.40 17.59
S4 12.66 13.40 17.04
Weekly Pivots for week ending 16-May-2025
Classic Woodie Camarilla DeMark
R4 28.15 25.98 19.05
R3 24.86 22.69 18.14
R2 21.57 21.57 17.84
R1 19.40 19.40 17.54 18.84
PP 18.28 18.28 18.28 18.00
S1 16.11 16.11 16.94 15.55
S2 14.99 14.99 16.64
S3 11.70 12.82 16.34
S4 8.41 9.53 15.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.92 17.15 2.77 15.3% 1.28 7.0% 36% True False
10 25.62 17.15 8.47 46.7% 1.49 8.2% 12% False False
20 32.68 17.15 15.53 85.6% 2.02 11.1% 6% False False
40 60.13 16.99 43.14 237.8% 4.90 27.0% 3% False False
60 60.13 16.99 43.14 237.8% 4.32 23.8% 3% False False
80 60.13 14.58 45.55 251.1% 3.67 20.2% 8% False False
100 60.13 14.27 45.86 252.8% 3.31 18.2% 8% False False
120 60.13 12.70 47.43 261.5% 3.11 17.2% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 28.42
2.618 25.16
1.618 23.16
1.000 21.92
0.618 21.16
HIGH 19.92
0.618 19.16
0.500 18.92
0.382 18.68
LOW 17.92
0.618 16.68
1.000 15.92
1.618 14.68
2.618 12.68
4.250 9.42
Fisher Pivots for day following 19-May-2025
Pivot 1 day 3 day
R1 18.92 18.54
PP 18.66 18.40
S1 18.40 18.27

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

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