CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Aug-2025
Day Change Summary
Previous Current
19-Aug-2025 20-Aug-2025 Change Change % Previous Week
Open 15.23 15.95 0.72 4.7% 15.81
High 15.91 17.19 1.28 8.0% 16.56
Low 14.76 15.59 0.83 5.6% 14.30
Close 15.57 15.69 0.12 0.8% 15.09
Range 1.15 1.60 0.45 39.1% 2.26
ATR 1.42 1.44 0.01 1.0% 0.00
Volume
Daily Pivots for day following 20-Aug-2025
Classic Woodie Camarilla DeMark
R4 20.96 19.92 16.57
R3 19.36 18.32 16.13
R2 17.76 17.76 15.98
R1 16.72 16.72 15.84 16.44
PP 16.16 16.16 16.16 16.02
S1 15.12 15.12 15.54 14.84
S2 14.56 14.56 15.40
S3 12.96 13.52 15.25
S4 11.36 11.92 14.81
Weekly Pivots for week ending 15-Aug-2025
Classic Woodie Camarilla DeMark
R4 22.10 20.85 16.33
R3 19.84 18.59 15.71
R2 17.58 17.58 15.50
R1 16.33 16.33 15.30 15.83
PP 15.32 15.32 15.32 15.06
S1 14.07 14.07 14.88 13.57
S2 13.06 13.06 14.68
S3 10.80 11.81 14.47
S4 8.54 9.55 13.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.19 14.40 2.79 17.8% 1.07 6.8% 46% True False
10 17.64 14.30 3.34 21.3% 1.16 7.4% 42% False False
20 21.90 14.30 7.60 48.4% 1.43 9.1% 18% False False
40 21.90 14.30 7.60 48.4% 1.20 7.7% 18% False False
60 22.42 14.30 8.12 51.8% 1.38 8.8% 17% False False
80 28.13 14.30 13.83 88.1% 1.55 9.9% 10% False False
100 60.13 14.30 45.83 292.1% 2.85 18.2% 3% False False
120 60.13 14.30 45.83 292.1% 2.86 18.2% 3% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 23.99
2.618 21.38
1.618 19.78
1.000 18.79
0.618 18.18
HIGH 17.19
0.618 16.58
0.500 16.39
0.382 16.20
LOW 15.59
0.618 14.60
1.000 13.99
1.618 13.00
2.618 11.40
4.250 8.79
Fisher Pivots for day following 20-Aug-2025
Pivot 1 day 3 day
R1 16.39 15.98
PP 16.16 15.88
S1 15.92 15.79

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

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