CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Sep-2025
Day Change Summary
Previous Current
10-Sep-2025 11-Sep-2025 Change Change % Previous Week
Open 14.98 15.19 0.21 1.4% 16.65
High 15.63 15.24 -0.39 -2.5% 19.38
Low 14.63 14.66 0.03 0.2% 14.74
Close 15.35 14.71 -0.64 -4.2% 15.18
Range 1.00 0.58 -0.42 -42.0% 4.64
ATR 1.41 1.36 -0.05 -3.7% 0.00
Volume
Daily Pivots for day following 11-Sep-2025
Classic Woodie Camarilla DeMark
R4 16.61 16.24 15.03
R3 16.03 15.66 14.87
R2 15.45 15.45 14.82
R1 15.08 15.08 14.76 14.98
PP 14.87 14.87 14.87 14.82
S1 14.50 14.50 14.66 14.40
S2 14.29 14.29 14.60
S3 13.71 13.92 14.55
S4 13.13 13.34 14.39
Weekly Pivots for week ending 05-Sep-2025
Classic Woodie Camarilla DeMark
R4 30.35 27.41 17.73
R3 25.71 22.77 16.46
R2 21.07 21.07 16.03
R1 18.13 18.13 15.61 17.28
PP 16.43 16.43 16.43 16.01
S1 13.49 13.49 14.75 12.64
S2 11.79 11.79 14.33
S3 7.15 8.85 13.90
S4 2.51 4.21 12.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.88 14.63 2.25 15.3% 1.05 7.1% 4% False False
10 19.38 14.12 5.26 35.8% 1.26 8.6% 11% False False
20 19.38 14.12 5.26 35.8% 1.24 8.4% 11% False False
40 21.90 14.12 7.78 52.9% 1.31 8.9% 8% False False
60 22.42 14.12 8.30 56.4% 1.29 8.8% 7% False False
80 25.53 14.12 11.41 77.6% 1.46 9.9% 5% False False
100 35.75 14.12 21.63 147.0% 1.59 10.8% 3% False False
120 60.13 14.12 46.01 312.8% 2.61 17.7% 1% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 17.71
2.618 16.76
1.618 16.18
1.000 15.82
0.618 15.60
HIGH 15.24
0.618 15.02
0.500 14.95
0.382 14.88
LOW 14.66
0.618 14.30
1.000 14.08
1.618 13.72
2.618 13.14
4.250 12.20
Fisher Pivots for day following 11-Sep-2025
Pivot 1 day 3 day
R1 14.95 15.23
PP 14.87 15.05
S1 14.79 14.88

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

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