CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Oct-2025
Day Change Summary
Previous Current
15-Oct-2025 16-Oct-2025 Change Change % Previous Week
Open 20.02 20.49 0.47 2.3% 16.74
High 22.43 25.43 3.00 13.4% 22.44
Low 19.11 19.85 0.74 3.9% 16.19
Close 20.64 25.31 4.67 22.6% 21.66
Range 3.32 5.58 2.26 68.1% 6.25
ATR 1.89 2.15 0.26 14.0% 0.00
Volume
Daily Pivots for day following 16-Oct-2025
Classic Woodie Camarilla DeMark
R4 40.27 38.37 28.38
R3 34.69 32.79 26.84
R2 29.11 29.11 26.33
R1 27.21 27.21 25.82 28.16
PP 23.53 23.53 23.53 24.01
S1 21.63 21.63 24.80 22.58
S2 17.95 17.95 24.29
S3 12.37 16.05 23.78
S4 6.79 10.47 22.24
Weekly Pivots for week ending 10-Oct-2025
Classic Woodie Camarilla DeMark
R4 38.85 36.50 25.10
R3 32.60 30.25 23.38
R2 26.35 26.35 22.81
R1 24.00 24.00 22.23 25.18
PP 20.10 20.10 20.10 20.68
S1 17.75 17.75 21.09 18.93
S2 13.85 13.85 20.51
S3 7.60 11.50 19.94
S4 1.35 5.25 18.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.43 16.24 9.19 36.3% 4.20 16.6% 99% True False
10 25.43 16.19 9.24 36.5% 2.59 10.2% 99% True False
20 25.43 15.29 10.14 40.1% 1.81 7.1% 99% True False
40 25.43 14.12 11.31 44.7% 1.53 6.0% 99% True False
60 25.43 14.12 11.31 44.7% 1.49 5.9% 99% True False
80 25.43 14.12 11.31 44.7% 1.36 5.4% 99% True False
100 25.43 14.12 11.31 44.7% 1.44 5.7% 99% True False
120 28.13 14.12 14.01 55.4% 1.54 6.1% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.15
2.618 40.04
1.618 34.46
1.000 31.01
0.618 28.88
HIGH 25.43
0.618 23.30
0.500 22.64
0.382 21.98
LOW 19.85
0.618 16.40
1.000 14.27
1.618 10.82
2.618 5.24
4.250 -3.87
Fisher Pivots for day following 16-Oct-2025
Pivot 1 day 3 day
R1 24.42 24.30
PP 23.53 23.28
S1 22.64 22.27

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

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