CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-May-2025
Day Change Summary
Previous Current
21-May-2025 22-May-2025 Change Change % Previous Week
Open 18.77 20.62 1.85 9.9% 19.84
High 21.05 22.07 1.02 4.8% 20.44
Low 17.77 19.64 1.87 10.5% 17.15
Close 20.87 20.28 -0.59 -2.8% 17.24
Range 3.28 2.43 -0.85 -25.9% 3.29
ATR 3.12 3.07 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 22-May-2025
Classic Woodie Camarilla DeMark
R4 27.95 26.55 21.62
R3 25.52 24.12 20.95
R2 23.09 23.09 20.73
R1 21.69 21.69 20.50 21.18
PP 20.66 20.66 20.66 20.41
S1 19.26 19.26 20.06 18.75
S2 18.23 18.23 19.83
S3 15.80 16.83 19.61
S4 13.37 14.40 18.94
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 22.07 17.15 4.92 24.3% 1.90 9.4% 64% True False
10 22.82 17.15 5.67 28.0% 1.64 8.1% 55% False False
20 28.13 17.15 10.98 54.1% 1.90 9.4% 29% False False
40 60.13 17.15 42.98 211.9% 4.95 24.4% 7% False False
60 60.13 16.99 43.14 212.7% 4.30 21.2% 8% False False
80 60.13 14.74 45.39 223.8% 3.66 18.1% 12% False False
100 60.13 14.58 45.55 224.6% 3.30 16.3% 13% False False
120 60.13 12.70 47.43 233.9% 3.14 15.5% 16% 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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.40
2.618 28.43
1.618 26.00
1.000 24.50
0.618 23.57
HIGH 22.07
0.618 21.14
0.500 20.86
0.382 20.57
LOW 19.64
0.618 18.14
1.000 17.21
1.618 15.71
2.618 13.28
4.250 9.31
Fisher Pivots for day following 22-May-2025
Pivot 1 day 3 day
R1 20.86 20.15
PP 20.66 20.02
S1 20.47 19.89

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

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