CBOE Volatility Index
Trading Metrics calculated at close of trading on 14-Oct-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
NEUTRAL(0.00)
Moving Averages
Buy
+0.33
Oscillators
Sell
-0.11
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 10.0%
20-Day Historical Volatility: 1.4%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
19.0%
3-Month (63d)
49.4%
6-Month (126d)
7.1%
1-Year (252d)
2.0%
Year-To-Date (YTD)
49.2%
52-Week Range
52W Low: 10.62 (85.5%)
Position (16%)
52W High: 65.73 (70.0%)
Daily Pivots for day following 14-Oct-2024
Weekly Pivots for week ending 11-Oct-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 25.83 |
| 2.618 | 23.92 |
| 1.618 | 22.75 |
| 1.000 | 22.03 |
| 0.618 | 21.58 |
| HIGH | 20.86 |
| 0.618 | 20.41 |
| 0.500 | 20.28 |
| 0.382 | 20.14 |
| LOW | 19.69 |
| 0.618 | 18.97 |
| 1.000 | 18.52 |
| 1.618 | 17.80 |
| 2.618 | 16.63 |
| 4.250 | 14.72 |
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 | 20.67 | -0.97 | -4.7% | Below |
| 10-Day SMA | 20.39 | -0.69 | -3.4% | Below |
| 20-Day SMA | 18.40 | 1.30 | 7.1% | Above |
| 50-Day SMA | 18.84 | 0.86 | 4.5% | Above |
| 100-Day SMA | 16.35 | 3.35 | 20.5% | Above |
| 200-Day SMA | 15.23 | 4.47 | 29.3% | Above |
Bollinger Bands (20, 2):
Upper: 22.87
Middle: 18.40
Lower: 13.93
Bandwidth: 48.6%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.81
Kijun-sen: 19.02
Span A: 19.92
Span B: 40.10
Chikou Span: 22.38
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral52.97
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.85
Signal: 0.60 · Hist: 0.25Stochastic (14, 3)
Neutral%K: 58.25
%D: 66.30StochRSI (14)
Neutral%K: 59.65
%D: 66.39ADX (14) & Trend
Neutral44.94
+DI: 29.05 · -DI: 13.55CCI (20)
Neutral54.29
Range -100 to +100Williams %R (14)
Neutral-41.75
Range -100 to 0Ultimate Oscillator
Neutral44.84
Periods: 7, 14, 28ROC (12)
Bearish28.17%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control1.20
Bull: 1.20 · Bear: 0.03High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 23.14 | 19.69 | 3.45 | 17.5% | 1.24 | 6.3% | 0% | False | True | 0 |
| 10 | 23.14 | 16.61 | 6.53 | 33.1% | 1.81 | 9.2% | 47% | False | False | 0 |
| 20 | 23.14 | 14.90 | 8.24 | 41.8% | 1.54 | 7.8% | 58% | False | False | 0 |
| 40 | 23.76 | 14.46 | 9.30 | 47.2% | 1.87 | 9.5% | 56% | False | False | 0 |
| 60 | 65.73 | 13.90 | 51.83 | 263.1% | 3.09 | 15.7% | 11% | False | False | 0 |
| 80 | 65.73 | 10.62 | 55.11 | 279.7% | 2.58 | 13.1% | 16% | False | False | 0 |
| 100 | 65.73 | 10.62 | 55.11 | 279.7% | 2.27 | 11.5% | 16% | False | False | 0 |
| 120 | 65.73 | 10.62 | 55.11 | 279.7% | 2.04 | 10.4% | 16% | False | False | 0 |