CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Sep-2025
Day Change Summary
Previous Current
29-Sep-2025 30-Sep-2025 Change Change % Previous Week
Open 15.84 16.49 0.65 4.1% 16.14
High 16.29 16.70 0.41 2.5% 17.74
Low 15.74 16.03 0.29 1.8% 15.29
Close 16.12 16.28 0.16 1.0% 15.29
Range 0.55 0.67 0.12 21.8% 2.45
ATR 1.25 1.21 -0.04 -3.3% 0.00
Volume
Daily Pivots for day following 30-Sep-2025
Classic Woodie Camarilla DeMark
R4 18.35 17.98 16.65
R3 17.68 17.31 16.46
R2 17.01 17.01 16.40
R1 16.64 16.64 16.34 16.49
PP 16.34 16.34 16.34 16.26
S1 15.97 15.97 16.22 15.82
S2 15.67 15.67 16.16
S3 15.00 15.30 16.10
S4 14.33 14.63 15.91
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 15.0% 1.09 6.7% 40% False False
10 17.74 14.33 3.41 20.9% 1.09 6.7% 57% False False
20 17.74 14.33 3.41 20.9% 1.04 6.4% 57% False False
40 19.38 14.12 5.26 32.3% 1.19 7.3% 41% False False
60 21.90 14.12 7.78 47.8% 1.23 7.6% 28% False False
80 22.42 14.12 8.30 51.0% 1.29 7.9% 26% False False
100 25.53 14.12 11.41 70.1% 1.39 8.6% 19% False False
120 57.96 14.12 43.84 269.3% 2.04 12.5% 5% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 19.55
2.618 18.45
1.618 17.78
1.000 17.37
0.618 17.11
HIGH 16.70
0.618 16.44
0.500 16.37
0.382 16.29
LOW 16.03
0.618 15.62
1.000 15.36
1.618 14.95
2.618 14.28
4.250 13.18
Fisher Pivots for day following 30-Sep-2025
Pivot 1 day 3 day
R1 16.37 16.24
PP 16.34 16.21
S1 16.31 16.17

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

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