CBOE Volatility Index
Trading Metrics calculated at close of trading on 19-Jul-2023
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Strong Sell
-0.67
Oscillators
Strong Buy
+0.56
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 7.1%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
1.6%
3-Month (63d)
-18.2%
6-Month (126d)
-28.9%
1-Year (252d)
-45.6%
Year-To-Date (YTD)
-39.9%
52-Week Range
52W Low: 12.73 (8.1%)
Position (5%)
52W High: 34.88 (60.6%)
Daily Pivots for day following 19-Jul-2023
Weekly Pivots for week ending 14-Jul-2023
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 16.90 |
| 2.618 | 15.73 |
| 1.618 | 15.01 |
| 1.000 | 14.56 |
| 0.618 | 14.29 |
| HIGH | 13.84 |
| 0.618 | 13.57 |
| 0.500 | 13.48 |
| 0.382 | 13.40 |
| LOW | 13.12 |
| 0.618 | 12.68 |
| 1.000 | 12.40 |
| 1.618 | 11.96 |
| 2.618 | 11.24 |
| 4.250 | 10.06 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 29.65 |
| 38.2% | 26.42 |
| 50.0% | 23.81 |
| 61.8% | 21.19 |
| 78.6% | 17.47 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 13.50 | 0.26 | 1.9% | Above |
| 10-Day SMA | 14.12 | -0.36 | -2.6% | Below |
| 20-Day SMA | 13.85 | -0.09 | -0.7% | Below |
| 50-Day SMA | 15.23 | -1.47 | -9.7% | Below |
| 100-Day SMA | 17.51 | -3.75 | -21.4% | Below |
| 200-Day SMA | 20.42 | -6.66 | -32.6% | Below |
Bollinger Bands (20, 2):
Upper: 15.19
Middle: 13.85
Lower: 12.51
Bandwidth: 19.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 14.67
Kijun-sen: 14.91
Span A: 14.79
Span B: 17.03
Chikou Span: 13.83
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral45.95
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-0.39
Signal: -0.42 · Hist: 0.03Stochastic (14, 3)
Bullish%K: 19.42
%D: 13.43StochRSI (14)
Bullish%K: 15.40
%D: 11.65ADX (14) & Trend
Neutral13.80
+DI: 23.73 · -DI: 23.98CCI (20)
Neutral-43.58
Range -100 to +100Williams %R (14)
Bullish-80.58
Range -100 to 0Ultimate Oscillator
Neutral36.33
Periods: 7, 14, 28ROC (12)
Bullish1.25%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-0.03
Bull: -0.03 · Bear: -0.75High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 14.00 | 13.12 | 0.88 | 6.4% | 0.53 | 3.9% | 73% | False | True | 0 |
| 10 | 17.08 | 13.12 | 3.96 | 28.8% | 0.98 | 7.1% | 16% | False | True | 0 |
| 20 | 17.08 | 12.73 | 4.35 | 31.6% | 0.86 | 6.2% | 24% | False | False | 0 |
| 40 | 20.81 | 12.73 | 8.08 | 58.7% | 1.00 | 7.3% | 13% | False | False | 0 |
| 60 | 21.33 | 12.73 | 8.60 | 62.5% | 1.24 | 9.0% | 12% | False | False | 0 |
| 80 | 25.21 | 12.73 | 12.48 | 90.7% | 1.27 | 9.2% | 8% | False | False | 0 |
| 100 | 30.81 | 12.73 | 18.08 | 131.4% | 1.66 | 12.1% | 6% | False | False | 0 |
| 120 | 30.81 | 12.73 | 18.08 | 131.4% | 1.64 | 11.9% | 6% | False | False | 0 |