CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Aug-2025
Day Change Summary
Previous Current
04-Aug-2025 05-Aug-2025 Change Change % Previous Week
Open 19.56 17.21 -2.35 -12.0% 15.15
High 19.58 18.94 -0.64 -3.3% 21.90
Low 17.48 17.11 -0.37 -2.1% 14.70
Close 17.52 17.85 0.33 1.9% 20.38
Range 2.10 1.83 -0.27 -12.9% 7.20
ATR 1.73 1.73 0.01 0.4% 0.00
Volume
Daily Pivots for day following 05-Aug-2025
Classic Woodie Camarilla DeMark
R4 23.46 22.48 18.86
R3 21.63 20.65 18.35
R2 19.80 19.80 18.19
R1 18.82 18.82 18.02 19.31
PP 17.97 17.97 17.97 18.21
S1 16.99 16.99 17.68 17.48
S2 16.14 16.14 17.51
S3 14.31 15.16 17.35
S4 12.48 13.33 16.84
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 14.74 7.16 40.1% 2.53 14.2% 43% False False
10 21.90 14.70 7.20 40.3% 1.67 9.3% 44% False False
20 21.90 14.70 7.20 40.3% 1.36 7.6% 44% False False
40 22.42 14.70 7.72 43.2% 1.39 7.8% 41% False False
60 25.53 14.70 10.83 60.7% 1.53 8.6% 29% False False
80 54.67 14.70 39.97 223.9% 2.17 12.1% 8% False False
100 60.13 14.70 45.43 254.5% 2.95 16.5% 7% False False
120 60.13 14.70 45.43 254.5% 2.93 16.4% 7% False False
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 26.72
2.618 23.73
1.618 21.90
1.000 20.77
0.618 20.07
HIGH 18.94
0.618 18.24
0.500 18.03
0.382 17.81
LOW 17.11
0.618 15.98
1.000 15.28
1.618 14.15
2.618 12.32
4.250 9.33
Fisher Pivots for day following 05-Aug-2025
Pivot 1 day 3 day
R1 18.03 19.51
PP 17.97 18.95
S1 17.91 18.40

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

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