CBOE Volatility Index
Trading Metrics calculated at close of trading on 18-Jun-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.37)
Moving Averages
Strong Sell
-1.00
Oscillators
Neutral
0.00
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 8.4%
20-Day Historical Volatility: 0.8%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
2.6%
3-Month (63d)
-11.0%
6-Month (126d)
0.2%
1-Year (252d)
-9.2%
Year-To-Date (YTD)
-6.8%
52-Week Range
52W Low: 11.52 (6.8%)
Position (7%)
52W High: 23.08 (46.7%)
Daily Pivots for day following 18-Jun-2024
Weekly Pivots for week ending 14-Jun-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 14.87 |
| 2.618 | 14.05 |
| 1.618 | 13.55 |
| 1.000 | 13.24 |
| 0.618 | 13.05 |
| HIGH | 12.74 |
| 0.618 | 12.55 |
| 0.500 | 12.49 |
| 0.382 | 12.43 |
| LOW | 12.24 |
| 0.618 | 11.93 |
| 1.000 | 11.74 |
| 1.618 | 11.43 |
| 2.618 | 10.93 |
| 4.250 | 10.12 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 20.35 |
| 38.2% | 18.66 |
| 50.0% | 17.30 |
| 61.8% | 15.94 |
| 78.6% | 13.99 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 12.34 | -0.04 | -0.3% | Below |
| 10-Day SMA | 12.47 | -0.17 | -1.4% | Below |
| 20-Day SMA | 12.72 | -0.42 | -3.3% | Below |
| 50-Day SMA | 14.08 | -1.78 | -12.6% | Below |
| 100-Day SMA | 14.03 | -1.73 | -12.3% | Below |
| 200-Day SMA | 14.50 | -2.20 | -15.2% | Below |
Bollinger Bands (20, 2):
Upper: 14.06
Middle: 12.72
Lower: 11.38
Bandwidth: 21.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 12.68
Kijun-sen: 13.20
Span A: 12.94
Span B: 16.44
Chikou Span: 12.55
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral44.74
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-0.34
Signal: -0.37 · Hist: 0.04Stochastic (14, 3)
Neutral%K: 13.42
%D: 22.48StochRSI (14)
Neutral%K: 36.91
%D: 32.37ADX (14) & Trend
Neutral10.48
+DI: 17.51 · -DI: 18.20CCI (20)
Neutral-62.75
Range -100 to +100Williams %R (14)
Neutral-86.58
Range -100 to 0Ultimate Oscillator
Bearish26.49
Periods: 7, 14, 28ROC (12)
Bullish-4.80%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control0.14
Bull: 0.14 · Bear: -0.36High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 13.45 | 11.90 | 1.55 | 12.6% | 0.92 | 7.5% | 26% | False | False | 0 |
| 10 | 13.45 | 11.90 | 1.55 | 12.6% | 0.80 | 6.5% | 26% | False | False | 0 |
| 20 | 14.88 | 11.52 | 3.36 | 27.3% | 0.99 | 8.1% | 23% | False | False | 0 |
| 40 | 17.55 | 11.52 | 6.03 | 49.0% | 0.96 | 7.8% | 13% | False | False | 0 |
| 60 | 21.36 | 11.52 | 9.84 | 80.0% | 1.22 | 9.9% | 8% | False | False | 0 |
| 80 | 21.36 | 11.52 | 9.84 | 80.0% | 1.14 | 9.3% | 8% | False | False | 0 |
| 100 | 21.36 | 11.52 | 9.84 | 80.0% | 1.10 | 9.0% | 8% | False | False | 0 |
| 120 | 21.36 | 11.52 | 9.84 | 80.0% | 1.05 | 8.6% | 8% | False | False | 0 |