CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Sep-2025
Day Change Summary
Previous Current
29-Aug-2025 02-Sep-2025 Change Change % Previous Week
Open 14.31 16.65 2.34 16.4% 15.05
High 15.97 19.38 3.41 21.4% 15.97
Low 14.31 16.55 2.24 15.7% 14.12
Close 15.36 17.17 1.81 11.8% 15.36
Range 1.66 2.83 1.17 70.5% 1.85
ATR 1.38 1.57 0.19 13.7% 0.00
Volume
Daily Pivots for day following 02-Sep-2025
Classic Woodie Camarilla DeMark
R4 26.19 24.51 18.73
R3 23.36 21.68 17.95
R2 20.53 20.53 17.69
R1 18.85 18.85 17.43 19.69
PP 17.70 17.70 17.70 18.12
S1 16.02 16.02 16.91 16.86
S2 14.87 14.87 16.65
S3 12.04 13.19 16.39
S4 9.21 10.36 15.61
Weekly Pivots for week ending 29-Aug-2025
Classic Woodie Camarilla DeMark
R4 20.70 19.88 16.38
R3 18.85 18.03 15.87
R2 17.00 17.00 15.70
R1 16.18 16.18 15.53 16.59
PP 15.15 15.15 15.15 15.36
S1 14.33 14.33 15.19 14.74
S2 13.30 13.30 15.02
S3 11.45 12.48 14.85
S4 9.60 10.63 14.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.38 14.12 5.26 30.6% 1.35 7.9% 58% True False
10 19.38 14.12 5.26 30.6% 1.47 8.5% 58% True False
20 19.38 14.12 5.26 30.6% 1.33 7.8% 58% True False
40 21.90 14.12 7.78 45.3% 1.32 7.7% 39% False False
60 22.42 14.12 8.30 48.3% 1.37 8.0% 37% False False
80 25.53 14.12 11.41 66.5% 1.48 8.6% 27% False False
100 57.96 14.12 43.84 255.3% 2.24 13.1% 7% False False
120 60.13 14.12 46.01 268.0% 2.69 15.7% 7% 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 0.14
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 31.41
2.618 26.79
1.618 23.96
1.000 22.21
0.618 21.13
HIGH 19.38
0.618 18.30
0.500 17.97
0.382 17.63
LOW 16.55
0.618 14.80
1.000 13.72
1.618 11.97
2.618 9.14
4.250 4.52
Fisher Pivots for day following 02-Sep-2025
Pivot 1 day 3 day
R1 17.97 17.03
PP 17.70 16.89
S1 17.44 16.75

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

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