CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Jul-2025
Day Change Summary
Previous Current
25-Jul-2025 28-Jul-2025 Change Change % Previous Week
Open 15.33 15.15 -0.18 -1.2% 16.87
High 15.39 15.54 0.15 1.0% 17.48
Low 14.92 15.00 0.08 0.5% 14.92
Close 14.93 15.03 0.10 0.7% 14.93
Range 0.47 0.54 0.07 14.9% 2.56
ATR 1.28 1.23 -0.05 -3.7% 0.00
Volume
Daily Pivots for day following 28-Jul-2025
Classic Woodie Camarilla DeMark
R4 16.81 16.46 15.33
R3 16.27 15.92 15.18
R2 15.73 15.73 15.13
R1 15.38 15.38 15.08 15.29
PP 15.19 15.19 15.19 15.14
S1 14.84 14.84 14.98 14.75
S2 14.65 14.65 14.93
S3 14.11 14.30 14.88
S4 13.57 13.76 14.73
Weekly Pivots for week ending 25-Jul-2025
Classic Woodie Camarilla DeMark
R4 23.46 21.75 16.34
R3 20.90 19.19 15.63
R2 18.34 18.34 15.40
R1 16.63 16.63 15.16 16.21
PP 15.78 15.78 15.78 15.56
S1 14.07 14.07 14.70 13.65
S2 13.22 13.22 14.46
S3 10.66 11.51 14.23
S4 8.10 8.95 13.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.48 14.92 2.56 17.0% 0.73 4.8% 4% False False
10 19.48 14.92 4.56 30.3% 0.94 6.2% 2% False False
20 19.48 14.92 4.56 30.3% 0.92 6.1% 2% False False
40 22.42 14.92 7.50 49.9% 1.27 8.5% 1% False False
60 25.62 14.92 10.70 71.2% 1.48 9.9% 1% False False
80 60.13 14.92 45.21 300.8% 3.13 20.8% 0% False False
100 60.13 14.92 45.21 300.8% 3.03 20.1% 0% False False
120 60.13 14.74 45.39 302.0% 2.89 19.2% 1% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17.84
2.618 16.95
1.618 16.41
1.000 16.08
0.618 15.87
HIGH 15.54
0.618 15.33
0.500 15.27
0.382 15.21
LOW 15.00
0.618 14.67
1.000 14.46
1.618 14.13
2.618 13.59
4.250 12.71
Fisher Pivots for day following 28-Jul-2025
Pivot 1 day 3 day
R1 15.27 15.23
PP 15.19 15.16
S1 15.11 15.10

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

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