CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Apr-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 7.0%

20-Day Historical Volatility: 0.7%

Day Change Summary (OHLC)

	Previous	Current
Metric	04-Apr-2024	05-Apr-2024	Change	Change %	Previous Week
Open	14.29	16.45	2.16	15.1%	13.61
High	16.92	16.75	-0.17	-1.0%	16.92
Low	13.74	15.53	1.79	13.0%	13.55
Close	16.35	16.03	-0.32	-2.0%	16.03
Range	3.18	1.22	-1.96	-61.6%	3.37
ATR(14)	1.11	1.12	0.01	0.7%	1.12
Volume

Multi-Period Performance

1-Month (21d)

10.6%

3-Month (63d)

13.4%

6-Month (126d)

-13.7%

1-Year (252d)

-15.6%

Year-To-Date (YTD)

21.4%

52-Week Range

52W Low: 11.81 (35.7%)

Position (37%)

52W High: 23.08 (30.5%)

Daily Pivots for day following 05-Apr-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	19.76	19.12	16.70
R3	18.54	17.90	16.37
R2	17.32	17.32	16.25
R1	16.68	16.68	16.14	16.39
PP	16.10	16.10	16.10	15.96
S1	15.46	15.46	15.92	15.17
S2	14.88	14.88	15.81
S3	13.66	14.24	15.69
S4	12.44	13.02	15.36

Weekly Pivots for week ending 05-Apr-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	25.61	24.19	17.88
R3	22.24	20.82	16.96
R2	18.87	18.87	16.65
R1	17.45	17.45	16.34	18.16
PP	15.50	15.50	15.50	15.86
S1	14.08	14.08	15.72	14.79
S2	12.13	12.13	15.41
S3	8.76	10.71	15.10
S4	5.39	7.34	14.18

Fisher Pivots for day following 05-Apr-2024

Pivot	1 Day	3 Day
R1	16.14	15.80
PP	16.10	15.56
S1	16.07	15.33

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	21.94
2.618	19.94
1.618	18.72
1.000	17.97
0.618	17.50
HIGH	16.75
0.618	16.28
0.500	16.14
0.382	16.00
LOW	15.53
0.618	14.78
1.000	14.31
1.618	13.56
2.618	12.34
4.250	10.35

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	20.42
38.2%	18.77
50.0%	17.45
61.8%	16.12
78.6%	14.22

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	14.99	1.04	6.9%	Above
10-Day SMA	14.03	2.01	14.3%	Above
20-Day SMA	14.04	1.99	14.2%	Above
50-Day SMA	13.95	2.08	14.9%	Above
100-Day SMA	13.54	2.49	18.4%	Above
200-Day SMA	14.66	1.37	9.3%	Above

Bollinger Bands (20, 2):

Upper: 16.01

Middle: 14.04

Lower: 12.06

Bandwidth: 28.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 14.79

Kijun-sen: 14.66

Span A: 14.73

Span B: 15.17

Chikou Span: 13.84

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

64.33

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.31

Signal: 0.01 · Hist: 0.29

Stochastic (14, 3)

Neutral

%K: 80.31

%D: 76.45

StochRSI (14)

Neutral

%K: 90.95

%D: 90.86

ADX (14) & Trend

Strong Trend

28.04

+DI: 35.29 · -DI: 12.32

CCI (20)

Neutral

168.17

Range -100 to +100

Williams %R (14)

Bearish

-19.69

Range -100 to 0

Ultimate Oscillator

Neutral

51.24

Periods: 7, 14, 28

ROC (12)

Bullish

15.99%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

2.38

Bull: 2.38 · Bear: 1.16

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest 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	16.92	13.55	3.37	21.0%	1.53	9.6%	74%	False	False
10	16.92	12.58	4.34	27.1%	1.03	6.4%	79%	False	False
20	16.92	12.40	4.52	28.2%	1.07	6.7%	80%	False	False
40	17.94	12.40	5.54	34.6%	0.97	6.1%	66%	False	False
60	17.94	12.35	5.59	34.9%	0.93	5.8%	66%	False	False
80	17.94	11.81	6.13	38.2%	0.90	5.6%	69%	False	False
100	17.94	11.81	6.13	38.2%	0.86	5.4%	69%	False	False
120	23.08	11.81	11.27	70.3%	1.03	6.4%	37%	False	False

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