CBOE Volatility Index
Trading Metrics calculated at close of trading on 01-Nov-2024
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 8.3%
20-Day Historical Volatility: 1.0%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
6.8%
3-Month (63d)
-43.3%
6-Month (126d)
62.2%
1-Year (252d)
39.7%
Year-To-Date (YTD)
65.8%
52-Week Range
52W Low: 10.62 (106.0%)
Position (20%)
52W High: 65.73 (66.7%)
Daily Pivots for day following 01-Nov-2024
Weekly Pivots for week ending 01-Nov-2024
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 31.29 |
| 2.618 | 28.14 |
| 1.618 | 26.21 |
| 1.000 | 25.02 |
| 0.618 | 24.28 |
| HIGH | 23.09 |
| 0.618 | 22.35 |
| 0.500 | 22.13 |
| 0.382 | 21.90 |
| LOW | 21.16 |
| 0.618 | 19.97 |
| 1.000 | 19.23 |
| 1.618 | 18.04 |
| 2.618 | 16.11 |
| 4.250 | 12.96 |
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 | 20.91 | 0.97 | 4.7% | Above |
| 10-Day SMA | 19.98 | 1.91 | 9.5% | Above |
| 20-Day SMA | 20.16 | 1.72 | 8.6% | Above |
| 50-Day SMA | 18.63 | 3.25 | 17.4% | Above |
| 100-Day SMA | 17.31 | 4.57 | 26.4% | Above |
| 200-Day SMA | 15.69 | 6.19 | 39.5% | Above |
Bollinger Bands (20, 2):
Upper: 22.88
Middle: 20.16
Lower: 17.43
Bandwidth: 27.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 20.74
Kijun-sen: 19.31
Span A: 20.02
Span B: 19.27
Chikou Span: 15.37
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral58.48
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.69
Signal: 0.45 · Hist: 0.24Stochastic (14, 3)
Neutral%K: 71.64
%D: 80.43StochRSI (14)
Neutral%K: 86.76
%D: 76.76ADX (14) & Trend
Strong Trend32.76
+DI: 26.75 · -DI: 10.00CCI (20)
Oversold121.93
Range -100 to +100Williams %R (14)
Neutral-28.36
Range -100 to 0Ultimate Oscillator
Neutral57.88
Periods: 7, 14, 28ROC (12)
Bearish11.75%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control2.79
Bull: 2.79 · Bear: 0.86High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 23.42 | 18.91 | 4.51 | 20.6% | 1.56 | 7.1% | 66% | False | False | 0 |
| 10 | 23.42 | 18.05 | 5.37 | 24.5% | 1.64 | 7.5% | 71% | False | False | 0 |
| 20 | 23.42 | 17.99 | 5.43 | 24.8% | 1.50 | 6.9% | 72% | False | False | 0 |
| 40 | 23.42 | 14.90 | 8.52 | 38.9% | 1.59 | 7.3% | 82% | False | False | 0 |
| 60 | 24.52 | 14.46 | 10.06 | 46.0% | 1.85 | 8.5% | 74% | False | False | 0 |
| 80 | 65.73 | 10.62 | 55.11 | 251.9% | 2.73 | 12.5% | 20% | False | False | 0 |
| 100 | 65.73 | 10.62 | 55.11 | 251.9% | 2.34 | 10.7% | 20% | False | False | 0 |
| 120 | 65.73 | 10.62 | 55.11 | 251.9% | 2.11 | 9.6% | 20% | False | False | 0 |