CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-May-2025
Day Change Summary
Previous Current
19-May-2025 20-May-2025 Change Change % Previous Week
Open 19.84 18.46 -1.38 -7.0% 19.84
High 19.92 18.68 -1.24 -6.2% 20.44
Low 17.92 17.70 -0.22 -1.2% 17.15
Close 18.14 18.09 -0.05 -0.3% 17.24
Range 2.00 0.98 -1.02 -51.0% 3.29
ATR 3.27 3.11 -0.16 -5.0% 0.00
Volume
Daily Pivots for day following 20-May-2025
Classic Woodie Camarilla DeMark
R4 21.10 20.57 18.63
R3 20.12 19.59 18.36
R2 19.14 19.14 18.27
R1 18.61 18.61 18.18 18.39
PP 18.16 18.16 18.16 18.04
S1 17.63 17.63 18.00 17.41
S2 17.18 17.18 17.91
S3 16.20 16.65 17.82
S4 15.22 15.67 17.55
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% 1.23 6.8% 34% False False
10 25.62 17.15 8.47 46.8% 1.47 8.1% 11% False False
20 30.29 17.15 13.14 72.6% 1.94 10.7% 7% False False
40 60.13 16.99 43.14 238.5% 4.88 27.0% 3% False False
60 60.13 16.99 43.14 238.5% 4.28 23.7% 3% False False
80 60.13 14.74 45.39 250.9% 3.68 20.3% 7% False False
100 60.13 14.55 45.58 252.0% 3.29 18.2% 8% False False
120 60.13 12.70 47.43 262.2% 3.11 17.2% 11% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22.85
2.618 21.25
1.618 20.27
1.000 19.66
0.618 19.29
HIGH 18.68
0.618 18.31
0.500 18.19
0.382 18.07
LOW 17.70
0.618 17.09
1.000 16.72
1.618 16.11
2.618 15.13
4.250 13.54
Fisher Pivots for day following 20-May-2025
Pivot 1 day 3 day
R1 18.19 18.54
PP 18.16 18.39
S1 18.12 18.24

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

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