CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Aug-2025
Day Change Summary
Previous Current
31-Jul-2025 01-Aug-2025 Change Change % Previous Week
Open 14.99 17.40 2.41 16.1% 15.15
High 17.17 21.90 4.73 27.5% 21.90
Low 14.74 17.39 2.65 18.0% 14.70
Close 16.72 20.38 3.66 21.9% 20.38
Range 2.43 4.51 2.08 85.6% 7.20
ATR 1.36 1.64 0.27 20.0% 0.00
Volume
Daily Pivots for day following 01-Aug-2025
Classic Woodie Camarilla DeMark
R4 33.42 31.41 22.86
R3 28.91 26.90 21.62
R2 24.40 24.40 21.21
R1 22.39 22.39 20.79 23.40
PP 19.89 19.89 19.89 20.39
S1 17.88 17.88 19.97 18.89
S2 15.38 15.38 19.55
S3 10.87 13.37 19.14
S4 6.36 8.86 17.90
Weekly Pivots for week ending 01-Aug-2025
Classic Woodie Camarilla DeMark
R4 40.59 37.69 24.34
R3 33.39 30.49 22.36
R2 26.19 26.19 21.70
R1 23.29 23.29 21.04 24.74
PP 18.99 18.99 18.99 19.72
S1 16.09 16.09 19.72 17.54
S2 11.79 11.79 19.06
S3 4.59 8.89 18.40
S4 -2.61 1.69 16.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.90 14.70 7.20 35.3% 2.14 10.5% 79% True False
10 21.90 14.70 7.20 35.3% 1.45 7.1% 79% True False
20 21.90 14.70 7.20 35.3% 1.26 6.2% 79% True False
40 22.42 14.70 7.72 37.9% 1.37 6.7% 74% False False
60 25.62 14.70 10.92 53.6% 1.54 7.5% 52% False False
80 57.96 14.70 43.26 212.3% 2.70 13.3% 13% False False
100 60.13 14.70 45.43 222.9% 2.98 14.6% 13% False False
120 60.13 14.70 45.43 222.9% 2.91 14.3% 13% 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 False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 41.07
2.618 33.71
1.618 29.20
1.000 26.41
0.618 24.69
HIGH 21.90
0.618 20.18
0.500 19.65
0.382 19.11
LOW 17.39
0.618 14.60
1.000 12.88
1.618 10.09
2.618 5.58
4.250 -1.78
Fisher Pivots for day following 01-Aug-2025
Pivot 1 day 3 day
R1 20.14 19.69
PP 19.89 19.01
S1 19.65 18.32

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

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