CBOE Volatility Index

Trading Metrics calculated at close of trading on 16-Jan-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.26)

Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 6.6%

20-Day Historical Volatility: 0.6%

Day Change Summary (OHLC)

	Previous	Current
Metric	12-Jan-2024	16-Jan-2024	Change	Change %	Previous Week
Open	12.66	14.12	1.46	11.5%	14.00
High	13.08	14.35	1.27	9.7%	14.18
Low	12.47	13.52	1.05	8.4%	12.35
Close	12.70	13.84	1.14	9.0%	12.70
Range	0.61	0.83	0.22	36.1%	1.83
ATR(14)	0.86	0.92	0.06	6.6%	0.86
Volume

Multi-Period Performance

1-Month (21d)

13.5%

3-Month (63d)

-28.4%

6-Month (126d)

2.7%

1-Year (252d)

-26.5%

Year-To-Date (YTD)

4.8%

52-Week Range

52W Low: 11.81 (17.2%)

Position (11%)

52W High: 30.81 (55.1%)

Daily Pivots for day following 16-Jan-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	16.39	15.95	14.30
R3	15.56	15.12	14.07
R2	14.73	14.73	13.99
R1	14.29	14.29	13.92	14.10
PP	13.90	13.90	13.90	13.81
S1	13.46	13.46	13.76	13.27
S2	13.07	13.07	13.69
S3	12.24	12.63	13.61
S4	11.41	11.80	13.38

Weekly Pivots for week ending 12-Jan-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	18.57	17.46	13.71
R3	16.74	15.63	13.20
R2	14.91	14.91	13.04
R1	13.80	13.80	12.87	13.44
PP	13.08	13.08	13.08	12.90
S1	11.97	11.97	12.53	11.61
S2	11.25	11.25	12.36
S3	9.42	10.14	12.20
S4	7.59	8.31	11.69

Fisher Pivots for day following 16-Jan-2024

Pivot	1 Day	3 Day
R1	13.94	13.68
PP	13.90	13.51
S1	13.87	13.35

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	17.88
2.618	16.52
1.618	15.69
1.000	15.18
0.618	14.86
HIGH	14.35
0.618	14.03
0.500	13.94
0.382	13.84
LOW	13.52
0.618	13.01
1.000	12.69
1.618	12.18
2.618	11.35
4.250	9.99

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	12.89	0.95	7.4%	Above
10-Day SMA	13.22	0.62	4.7%	Above
20-Day SMA	13.01	0.83	6.3%	Above
50-Day SMA	13.31	0.53	4.0%	Above
100-Day SMA	15.08	-1.24	-8.2%	Below
200-Day SMA	15.52	-1.68	-10.8%	Below

Bollinger Bands (20, 2):

Upper: 14.15

Middle: 13.01

Lower: 11.87

Bandwidth: 17.5%

Ichimoku Kinko Hyo:

Tenkan-sen: 13.47

Kijun-sen: 13.20

Span A: 13.33

Span B: 15.84

Chikou Span: 12.97

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

56.25

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.09

Signal: -0.17 · Hist: 0.08

Stochastic (14, 3)

Neutral

%K: 66.82

%D: 28.85

StochRSI (14)

Neutral

%K: 38.32

%D: 23.06

ADX (14) & Trend

Strong Trend

20.18

+DI: 28.99 · -DI: 12.07

CCI (20)

Neutral

105.91

Range -100 to +100

Williams %R (14)

Neutral

-33.18

Range -100 to 0

Ultimate Oscillator

Bearish

28.32

Periods: 7, 14, 28

ROC (12)

Bullish

11.34%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.29

Bull: 1.29 · Bear: 0.46

Crabel Price Patterns

Pattern	Signal / Value
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	0.20
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	14.35	12.35	2.00	14.5%	0.68	4.9%	75%	True	False
10	14.58	12.35	2.23	16.1%	0.84	6.1%	67%	False	False
20	14.58	12.01	2.57	18.6%	0.79	5.7%	71%	False	False
40	14.58	11.81	2.77	20.0%	0.76	5.5%	73%	False	False
60	23.08	11.81	11.27	81.4%	1.00	7.3%	18%	False	False
80	23.08	11.81	11.27	81.4%	1.28	9.3%	18%	False	False
100	23.08	11.81	11.27	81.4%	1.25	9.0%	18%	False	False
120	23.08	11.81	11.27	81.4%	1.29	9.3%	18%	False	False

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API