CBOE Volatility Index
Trading Metrics calculated at close of trading on 26-Sep-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.11)
Moving Averages
Strong Sell
-0.67
Oscillators
Buy
+0.22
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 14.3%
20-Day Historical Volatility: 1.4%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-0.4%
3-Month (63d)
23.6%
6-Month (126d)
18.1%
1-Year (252d)
-15.6%
Year-To-Date (YTD)
16.4%
52-Week Range
52W Low: 10.62 (44.7%)
Position (9%)
52W High: 65.73 (76.6%)
Daily Pivots for day following 26-Sep-2024
Weekly Pivots for week ending 20-Sep-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 19.78 |
| 2.618 | 18.26 |
| 1.618 | 17.33 |
| 1.000 | 16.76 |
| 0.618 | 16.40 |
| HIGH | 15.83 |
| 0.618 | 15.47 |
| 0.500 | 15.37 |
| 0.382 | 15.26 |
| LOW | 14.90 |
| 0.618 | 14.33 |
| 1.000 | 13.97 |
| 1.618 | 13.40 |
| 2.618 | 12.47 |
| 4.250 | 10.95 |
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 | 15.64 | -0.27 | -1.7% | Below |
| 10-Day SMA | 16.41 | -1.04 | -6.3% | Below |
| 20-Day SMA | 17.62 | -2.25 | -12.8% | Below |
| 50-Day SMA | 18.24 | -2.87 | -15.8% | Below |
| 100-Day SMA | 15.49 | -0.12 | -0.8% | Below |
| 200-Day SMA | 14.81 | 0.56 | 3.8% | Above |
Bollinger Bands (20, 2):
Upper: 21.89
Middle: 17.62
Lower: 13.35
Bandwidth: 48.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 17.15
Kijun-sen: 19.27
Span A: 18.21
Span B: 38.18
Chikou Span: 15.88
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral43.38
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.64
Signal: -0.32 · Hist: -0.32Stochastic (14, 3)
Bullish%K: 7.22
%D: 3.81StochRSI (14)
Bullish%K: 0.16
%D: 0.10ADX (14) & Trend
Neutral43.69
+DI: 27.67 · -DI: 15.55CCI (20)
Neutral-91.08
Range -100 to +100Williams %R (14)
Bullish-92.78
Range -100 to 0Ultimate Oscillator
Bearish26.61
Periods: 7, 14, 28ROC (12)
Bullish-19.44%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-0.76
Bull: -0.76 · Bear: -1.69High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 16.95 | 14.90 | 2.05 | 13.3% | 1.01 | 6.6% | 23% | False | True | 0 |
| 10 | 19.39 | 14.90 | 4.49 | 29.2% | 1.14 | 7.4% | 10% | False | True | 0 |
| 20 | 23.76 | 14.78 | 8.98 | 58.4% | 2.05 | 13.3% | 7% | False | False | 0 |
| 40 | 65.73 | 14.46 | 51.27 | 333.6% | 3.71 | 24.1% | 2% | False | False | 0 |
| 60 | 65.73 | 10.62 | 55.11 | 358.6% | 2.99 | 19.4% | 9% | False | False | 0 |
| 80 | 65.73 | 10.62 | 55.11 | 358.6% | 2.45 | 15.9% | 9% | False | False | 0 |
| 100 | 65.73 | 10.62 | 55.11 | 358.6% | 2.14 | 13.9% | 9% | False | False | 0 |
| 120 | 65.73 | 10.62 | 55.11 | 358.6% | 2.08 | 13.5% | 9% | False | False | 0 |