CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Jul-2025
Day Change Summary
Previous Current
28-Jul-2025 29-Jul-2025 Change Change % Previous Week
Open 15.15 14.95 -0.20 -1.3% 16.87
High 15.54 16.12 0.58 3.7% 17.48
Low 15.00 14.70 -0.30 -2.0% 14.92
Close 15.03 15.98 0.95 6.3% 14.93
Range 0.54 1.42 0.88 163.0% 2.56
ATR 1.23 1.24 0.01 1.1% 0.00
Volume
Daily Pivots for day following 29-Jul-2025
Classic Woodie Camarilla DeMark
R4 19.86 19.34 16.76
R3 18.44 17.92 16.37
R2 17.02 17.02 16.24
R1 16.50 16.50 16.11 16.76
PP 15.60 15.60 15.60 15.73
S1 15.08 15.08 15.85 15.34
S2 14.18 14.18 15.72
S3 12.76 13.66 15.59
S4 11.34 12.24 15.20
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 16.32 14.70 1.62 10.1% 0.80 5.0% 79% False True
10 19.48 14.70 4.78 29.9% 1.00 6.2% 27% False True
20 19.48 14.70 4.78 29.9% 0.95 5.9% 27% False True
40 22.42 14.70 7.72 48.3% 1.26 7.9% 17% False True
60 25.62 14.70 10.92 68.3% 1.47 9.2% 12% False True
80 60.13 14.70 45.43 284.3% 3.11 19.4% 3% False True
100 60.13 14.70 45.43 284.3% 3.01 18.8% 3% False True
120 60.13 14.70 45.43 284.3% 2.88 18.0% 3% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 22.16
2.618 19.84
1.618 18.42
1.000 17.54
0.618 17.00
HIGH 16.12
0.618 15.58
0.500 15.41
0.382 15.24
LOW 14.70
0.618 13.82
1.000 13.28
1.618 12.40
2.618 10.98
4.250 8.67
Fisher Pivots for day following 29-Jul-2025
Pivot 1 day 3 day
R1 15.79 15.79
PP 15.60 15.60
S1 15.41 15.41

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

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