CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Jul-2025
Day Change Summary
Previous Current
22-Jul-2025 23-Jul-2025 Change Change % Previous Week
Open 16.75 16.23 -0.52 -3.1% 17.73
High 17.48 16.32 -1.16 -6.6% 19.48
Low 16.43 15.33 -1.10 -6.7% 16.28
Close 16.50 15.37 -1.13 -6.8% 16.41
Range 1.05 0.99 -0.06 -5.7% 3.20
ATR 1.41 1.40 -0.02 -1.2% 0.00
Volume
Daily Pivots for day following 23-Jul-2025
Classic Woodie Camarilla DeMark
R4 18.64 18.00 15.91
R3 17.65 17.01 15.64
R2 16.66 16.66 15.55
R1 16.02 16.02 15.46 15.85
PP 15.67 15.67 15.67 15.59
S1 15.03 15.03 15.28 14.86
S2 14.68 14.68 15.19
S3 13.69 14.04 15.10
S4 12.70 13.05 14.83
Weekly Pivots for week ending 18-Jul-2025
Classic Woodie Camarilla DeMark
R4 26.99 24.90 18.17
R3 23.79 21.70 17.29
R2 20.59 20.59 17.00
R1 18.50 18.50 16.70 17.95
PP 17.39 17.39 17.39 17.11
S1 15.30 15.30 16.12 14.75
S2 14.19 14.19 15.82
S3 10.99 12.10 15.53
S4 7.79 8.90 14.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.48 15.33 2.15 14.0% 0.83 5.4% 2% False True
10 19.48 15.33 4.15 27.0% 1.05 6.8% 1% False True
20 19.48 15.33 4.15 27.0% 0.97 6.3% 1% False True
40 22.42 15.33 7.09 46.1% 1.36 8.8% 1% False True
60 28.13 15.33 12.80 83.3% 1.59 10.4% 0% False True
80 60.13 15.33 44.80 291.5% 3.21 20.9% 0% False True
100 60.13 15.33 44.80 291.5% 3.14 20.4% 0% False True
120 60.13 14.74 45.39 295.3% 2.92 19.0% 1% 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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20.53
2.618 18.91
1.618 17.92
1.000 17.31
0.618 16.93
HIGH 16.32
0.618 15.94
0.500 15.83
0.382 15.71
LOW 15.33
0.618 14.72
1.000 14.34
1.618 13.73
2.618 12.74
4.250 11.12
Fisher Pivots for day following 23-Jul-2025
Pivot 1 day 3 day
R1 15.83 16.41
PP 15.67 16.06
S1 15.52 15.72

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

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