CBOE Volatility Index
Trading Metrics calculated at close of trading on 16-Sep-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.11)
Moving Averages
Sell
-0.33
Oscillators
Sell
-0.11
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 17.2%
20-Day Historical Volatility: 2.4%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
12.5%
3-Month (63d)
34.4%
6-Month (126d)
19.6%
1-Year (252d)
24.3%
Year-To-Date (YTD)
29.8%
52-Week Range
52W Low: 10.62 (61.4%)
Position (12%)
52W High: 65.73 (73.9%)
Daily Pivots for day following 16-Sep-2024
Weekly Pivots for week ending 13-Sep-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 21.01 |
| 2.618 | 19.73 |
| 1.618 | 18.95 |
| 1.000 | 18.47 |
| 0.618 | 18.17 |
| HIGH | 17.69 |
| 0.618 | 17.39 |
| 0.500 | 17.30 |
| 0.382 | 17.21 |
| LOW | 16.91 |
| 0.618 | 16.43 |
| 1.000 | 16.13 |
| 1.618 | 15.65 |
| 2.618 | 14.87 |
| 4.250 | 13.60 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 52.72 |
| 38.2% | 44.68 |
| 50.0% | 38.18 |
| 61.8% | 31.67 |
| 78.6% | 22.41 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 17.51 | -0.37 | -2.1% | Below |
| 10-Day SMA | 19.13 | -1.99 | -10.4% | Below |
| 20-Day SMA | 17.54 | -0.40 | -2.3% | Below |
| 50-Day SMA | 17.71 | -0.57 | -3.2% | Below |
| 100-Day SMA | 15.36 | 1.78 | 11.6% | Above |
| 200-Day SMA | 14.67 | 2.47 | 16.8% | Above |
Bollinger Bands (20, 2):
Upper: 21.85
Middle: 17.54
Lower: 13.23
Bandwidth: 49.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.00
Kijun-sen: 19.49
Span A: 19.74
Span B: 38.18
Chikou Span: 23.79
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral47.83
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.00
Signal: 0.19 · Hist: -0.19Stochastic (14, 3)
Neutral%K: 26.28
%D: 23.87StochRSI (14)
Neutral%K: 16.85
%D: 22.46ADX (14) & Trend
Neutral50.50
+DI: 31.64 · -DI: 13.01CCI (20)
Neutral-15.22
Range -100 to +100Williams %R (14)
Neutral-73.72
Range -100 to 0Ultimate Oscillator
Neutral34.05
Periods: 7, 14, 28ROC (12)
Bearish0.18%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-0.34
Bull: -0.34 · Bear: -1.12High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21.41 | 16.23 | 5.18 | 30.2% | 1.82 | 10.6% | 18% | False | False | 0 |
| 10 | 23.76 | 15.71 | 8.05 | 47.0% | 2.87 | 16.7% | 18% | False | False | 0 |
| 20 | 23.76 | 14.46 | 9.30 | 54.3% | 2.20 | 12.8% | 29% | False | False | 0 |
| 40 | 65.73 | 13.90 | 51.83 | 302.4% | 3.86 | 22.5% | 6% | False | False | 0 |
| 60 | 65.73 | 10.62 | 55.11 | 321.5% | 2.93 | 17.1% | 12% | False | False | 0 |
| 80 | 65.73 | 10.62 | 55.11 | 321.5% | 2.45 | 14.3% | 12% | False | False | 0 |
| 100 | 65.73 | 10.62 | 55.11 | 321.5% | 2.15 | 12.5% | 12% | False | False | 0 |
| 120 | 65.73 | 10.62 | 55.11 | 321.5% | 2.08 | 12.2% | 12% | False | False | 0 |