CBOE Volatility Index

Trading Metrics calculated at close of trading on 02-Jan-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)

Moving Averages

Neutral

0.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 6.8%

20-Day Historical Volatility: 0.5%

Day Change Summary (OHLC)

	Previous	Current
Metric	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	12.55	13.22	0.67	5.3%	13.77
High	13.19	14.23	1.04	7.9%	13.80
Low	12.36	13.10	0.74	6.0%	12.36
Close	12.45	13.20	0.75	6.0%	12.45
Range	0.83	1.13	0.30	36.1%	1.44
ATR(14)	0.84	0.90	0.07	8.1%	0.84
Volume

Multi-Period Performance

1-Month (21d)

2.2%

3-Month (63d)

-25.0%

6-Month (126d)

-2.7%

1-Year (252d)

-38.4%

Year-To-Date (YTD)

0.0%

52-Week Range

52W Low: 11.81 (11.8%)

Position (7%)

52W High: 30.81 (57.2%)

Daily Pivots for day following 02-Jan-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	16.90	16.18	13.82
R3	15.77	15.05	13.51
R2	14.64	14.64	13.41
R1	13.92	13.92	13.30	13.72
PP	13.51	13.51	13.51	13.41
S1	12.79	12.79	13.10	12.59
S2	12.38	12.38	12.99
S3	11.25	11.66	12.89
S4	10.12	10.53	12.58

Weekly Pivots for week ending 29-Dec-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	17.19	16.26	13.24
R3	15.75	14.82	12.85
R2	14.31	14.31	12.71
R1	13.38	13.38	12.58	13.13
PP	12.87	12.87	12.87	12.74
S1	11.94	11.94	12.32	11.69
S2	11.43	11.43	12.19
S3	9.99	10.50	12.05
S4	8.55	9.06	11.66

Fisher Pivots for day following 02-Jan-2024

Pivot	1 Day	3 Day
R1	13.67	13.30
PP	13.51	13.26
S1	13.36	13.23

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	19.03
2.618	17.19
1.618	16.06
1.000	15.36
0.618	14.93
HIGH	14.23
0.618	13.80
0.500	13.67
0.382	13.53
LOW	13.10
0.618	12.40
1.000	11.97
1.618	11.27
2.618	10.14
4.250	8.30

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	26.33
38.2%	23.55
50.0%	21.31
61.8%	19.07
78.6%	15.88

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	12.71	0.49	3.9%	Above
10-Day SMA	12.90	0.30	2.3%	Above
20-Day SMA	12.75	0.45	3.6%	Above
50-Day SMA	14.49	-1.29	-8.9%	Below
100-Day SMA	15.37	-2.17	-14.1%	Below
200-Day SMA	15.91	-2.71	-17.1%	Below

Bollinger Bands (20, 2):

Upper: 13.63

Middle: 12.75

Lower: 11.87

Bandwidth: 13.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 13.39

Kijun-sen: 13.15

Span A: 13.27

Span B: 17.45

Chikou Span: 12.85

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.30

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.32

Signal: -0.46 · Hist: 0.14

Stochastic (14, 3)

Neutral

%K: 51.87

%D: 33.46

StochRSI (14)

Neutral

%K: 55.22

%D: 47.09

ADX (14) & Trend

Neutral

14.81

+DI: 29.13 · -DI: 16.92

CCI (20)

Neutral

111.09

Range -100 to +100

Williams %R (14)

Neutral

-48.13

Range -100 to 0

Ultimate Oscillator

Bearish

28.14

Periods: 7, 14, 28

ROC (12)

Bullish

8.29%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.41

Bull: 1.41 · Bear: 0.28

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 6 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	14.23	12.36	1.87	14.2%	0.75	5.7%	45%	True	False
10	14.49	12.29	2.20	16.7%	0.80	6.1%	41%	False	False
20	14.49	11.81	2.68	20.3%	0.74	5.6%	52%	False	False
40	15.83	11.81	4.02	30.5%	0.77	5.8%	35%	False	False
60	23.08	11.81	11.27	85.4%	1.23	9.3%	12%	False	False
80	23.08	11.81	11.27	85.4%	1.31	9.9%	12%	False	False
100	23.08	11.81	11.27	85.4%	1.31	9.9%	12%	False	False
120	23.08	11.81	11.27	85.4%	1.27	9.6%	12%	False	False

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