CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Oct-2025
Day Change Summary
Previous Current
06-Oct-2025 07-Oct-2025 Change Change % Previous Week
Open 16.74 16.58 -0.16 -1.0% 15.84
High 17.09 17.55 0.46 2.7% 17.28
Low 16.29 16.19 -0.10 -0.6% 15.74
Close 16.37 17.24 0.87 5.3% 16.65
Range 0.80 1.36 0.56 70.0% 1.54
ATR 1.15 1.16 0.02 1.3% 0.00
Volume
Daily Pivots for day following 07-Oct-2025
Classic Woodie Camarilla DeMark
R4 21.07 20.52 17.99
R3 19.71 19.16 17.61
R2 18.35 18.35 17.49
R1 17.80 17.80 17.36 18.08
PP 16.99 16.99 16.99 17.13
S1 16.44 16.44 17.12 16.72
S2 15.63 15.63 16.99
S3 14.27 15.08 16.87
S4 12.91 13.72 16.49
Weekly Pivots for week ending 03-Oct-2025
Classic Woodie Camarilla DeMark
R4 21.18 20.45 17.50
R3 19.64 18.91 17.07
R2 18.10 18.10 16.93
R1 17.37 17.37 16.79 17.74
PP 16.56 16.56 16.56 16.74
S1 15.83 15.83 16.51 16.20
S2 15.02 15.02 16.37
S3 13.48 14.29 16.23
S4 11.94 12.75 15.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.55 15.93 1.62 9.4% 1.05 6.1% 81% True False
10 17.74 15.29 2.45 14.2% 1.07 6.2% 80% False False
20 17.74 14.33 3.41 19.8% 1.01 5.8% 85% False False
40 19.38 14.12 5.26 30.5% 1.14 6.6% 59% False False
60 21.90 14.12 7.78 45.1% 1.24 7.2% 40% False False
80 22.42 14.12 8.30 48.1% 1.26 7.3% 38% False False
100 25.53 14.12 11.41 66.2% 1.38 8.0% 27% False False
120 35.75 14.12 21.63 125.5% 1.55 9.0% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 23.33
2.618 21.11
1.618 19.75
1.000 18.91
0.618 18.39
HIGH 17.55
0.618 17.03
0.500 16.87
0.382 16.71
LOW 16.19
0.618 15.35
1.000 14.83
1.618 13.99
2.618 12.63
4.250 10.41
Fisher Pivots for day following 07-Oct-2025
Pivot 1 day 3 day
R1 17.12 17.12
PP 16.99 16.99
S1 16.87 16.87

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

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