CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-May-2025
Day Change Summary
Previous Current
20-May-2025 21-May-2025 Change Change % Previous Week
Open 18.46 18.77 0.31 1.7% 19.84
High 18.68 21.05 2.37 12.7% 20.44
Low 17.70 17.77 0.07 0.4% 17.15
Close 18.09 20.87 2.78 15.4% 17.24
Range 0.98 3.28 2.30 234.7% 3.29
ATR 3.11 3.12 0.01 0.4% 0.00
Volume
Daily Pivots for day following 21-May-2025
Classic Woodie Camarilla DeMark
R4 29.74 28.58 22.67
R3 26.46 25.30 21.77
R2 23.18 23.18 21.47
R1 22.02 22.02 21.17 22.60
PP 19.90 19.90 19.90 20.19
S1 18.74 18.74 20.57 19.32
S2 16.62 16.62 20.27
S3 13.34 15.46 19.97
S4 10.06 12.18 19.07
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 21.05 17.15 3.90 18.7% 1.74 8.3% 95% True False
10 23.61 17.15 6.46 31.0% 1.57 7.5% 58% False False
20 29.66 17.15 12.51 59.9% 1.95 9.3% 30% False False
40 60.13 16.99 43.14 206.7% 4.95 23.7% 9% False False
60 60.13 16.99 43.14 206.7% 4.30 20.6% 9% False False
80 60.13 14.74 45.39 217.5% 3.66 17.5% 14% False False
100 60.13 14.58 45.55 218.3% 3.31 15.8% 14% False False
120 60.13 12.70 47.43 227.3% 3.13 15.0% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 34.99
2.618 29.64
1.618 26.36
1.000 24.33
0.618 23.08
HIGH 21.05
0.618 19.80
0.500 19.41
0.382 19.02
LOW 17.77
0.618 15.74
1.000 14.49
1.618 12.46
2.618 9.18
4.250 3.83
Fisher Pivots for day following 21-May-2025
Pivot 1 day 3 day
R1 20.38 20.37
PP 19.90 19.87
S1 19.41 19.38

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

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