CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Sep-2025
Day Change Summary
Previous Current
25-Sep-2025 26-Sep-2025 Change Change % Previous Week
Open 16.55 16.89 0.34 2.1% 16.14
High 17.74 17.05 -0.69 -3.9% 17.74
Low 16.32 15.29 -1.03 -6.3% 15.29
Close 16.74 15.29 -1.45 -8.7% 15.29
Range 1.42 1.76 0.34 23.9% 2.45
ATR 1.24 1.27 0.04 3.0% 0.00
Volume
Daily Pivots for day following 26-Sep-2025
Classic Woodie Camarilla DeMark
R4 21.16 19.98 16.26
R3 19.40 18.22 15.77
R2 17.64 17.64 15.61
R1 16.46 16.46 15.45 16.17
PP 15.88 15.88 15.88 15.73
S1 14.70 14.70 15.13 14.41
S2 14.12 14.12 14.97
S3 12.36 12.94 14.81
S4 10.60 11.18 14.32
Weekly Pivots for week ending 26-Sep-2025
Classic Woodie Camarilla DeMark
R4 23.46 21.82 16.64
R3 21.01 19.37 15.96
R2 18.56 18.56 15.74
R1 16.92 16.92 15.51 16.52
PP 16.11 16.11 16.11 15.90
S1 14.47 14.47 15.07 14.07
S2 13.66 13.66 14.84
S3 11.21 12.02 14.62
S4 8.76 9.57 13.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.74 15.29 2.45 16.0% 1.18 7.7% 0% False True
10 17.74 14.33 3.41 22.3% 1.16 7.6% 28% False False
20 19.38 14.31 5.07 33.2% 1.21 7.9% 19% False False
40 21.90 14.12 7.78 50.9% 1.32 8.7% 15% False False
60 21.90 14.12 7.78 50.9% 1.24 8.1% 15% False False
80 22.42 14.12 8.30 54.3% 1.30 8.5% 14% False False
100 25.62 14.12 11.50 75.2% 1.42 9.3% 10% False False
120 60.13 14.12 46.01 300.9% 2.37 15.5% 3% 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 0.28
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 24.53
2.618 21.66
1.618 19.90
1.000 18.81
0.618 18.14
HIGH 17.05
0.618 16.38
0.500 16.17
0.382 15.96
LOW 15.29
0.618 14.20
1.000 13.53
1.618 12.44
2.618 10.68
4.250 7.81
Fisher Pivots for day following 26-Sep-2025
Pivot 1 day 3 day
R1 16.17 16.52
PP 15.88 16.11
S1 15.58 15.70

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

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